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math.ST2026
On the errors committed by sequences of estimator functionals
Steffen Grønneberg, Nils Lid Hjort
Consider a sequence of estimators which converges almost surely to as the sample size tends to infinity. Under weak smoothness conditions, we identify the asym…
stat.ME2026
Estimation, inference and model selection for jump regression models
Steffen Grønneberg, Gudmund Hermansen, Nils Lid Hjort
We consider regression models with data of the type , where the curve is taken locally constant, with unknown levels and jump points. We investigat…