Jump information criterion for statistical inference in estimating discontinuous curves

  title={Jump information criterion for statistical inference in estimating discontinuous curves},
  author={Zhiming Xia and Peihua Qiu},
Nonparametric regression analysis when the regression function is discontinuous has many applications. Existing methods for estimating a discontinuous regression curve usually assume that the number of jumps in the regression curve is known beforehand, which is unrealistic in some situations. Although there has been research on estimation of a discontinuous regression curve when the number of jumps is unknown, the problem remains mostly open because such research often requires assumptions on… 

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