Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 30, No. 2 (1981), pp. 116-124 (9 pages) This paper develops a maximum likelihood method for estimating a piecewise ...
The Annals of Statistics, Vol. 17, No. 4 (Dec., 1989), pp. 1567-1596 (30 pages) A data dependent method of estimating a regression function is proposed here. The model is allowed to be heteroscedastic ...
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