Search Results for author: Javier Hidalgo

Found 2 papers, 0 papers with code

Minimax Risk in Estimating Kink Threshold and Testing Continuity

no code implementations1 Mar 2022 Javier Hidalgo, Heejun Lee, Jungyoon Lee, Myung Hwan Seo

We derive a risk lower bound in estimating the threshold parameter without knowing whether the threshold regression model is continuous or not.

regression

Nonparametric prediction with spatial data

no code implementations10 Aug 2020 Abhimanyu Gupta, Javier Hidalgo

We describe a (nonparametric) prediction algorithm for spatial data, based on a canonical factorization of the spectral density function.

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