Estimators in step regression models

We consider nonparametric regression models in which the regression function is a step function, and construct a convolution estimator for the response density that has the same bias as the usual estimators based on the responses, but a smaller asymptotic variance.

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Year of publication:	2015
Authors:	Müller, Ursula U. ; Schick, Anton ; Wefelmeyer, Wolfgang
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 100.2015, C, p. 124-129
Publisher:	Elsevier
Subject:	Nonparametric regression \| Response density \| Convolution estimator \| Step regression function

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011263162