Discontinuities in robust nonparametric regression with α-mixing dependence
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DOI: 10.1080/10485252.2017.1303061
Abstract: ABSTRACT The main idea of the paper is to introduce a robust regression estimation method under an α-mixing dependence assumption, staying free of any parametric model restrictions while also allowing for some sudden changes in… read more here.
Keywords: robust nonparametric; regression; discontinuities robust; nonparametric regression ... See more keywords