Nonparametric Estimation of Regression Curves with Discontinuous Derivatives
D.B.H. Cline, R.L. Eubank, and P. L. Speckman (1995). Nonparametric Estimation of Regression Curves with Discontinuous Derivatives. Journal of Statistical Research, Vol. 29, No. 2, pp. 17-30.
Abstract
A new method is considered for estimating a point of discontinuity in the derivative of an unknown regression function. The procedure employs a least-squares approach in combination with techniques from smoothing in partially linear models. Large sample theory is derived for the estimator under a specific choice of smoother related to linear spline smoothing.
