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Estimation of the number of jump of the jump regression functions. (English) Zbl 0825.62205
Summary: This paper suggests an estimator of the number of jumps of the jump regression functions. The estimator is based on the difference between right and left one-sided kernel smoothers. It is proved to be a.s. consistent. Some results about its rate of convergence are also provided.

MSC:
62-XX Statistics
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