We study the asymptotic behavior of piecewise constant least squares regression estimates, when the number of partitions of the estimate is penalized. We show that the estimator is consistent in the ...
Consider a sequence of real data points X₁, . . . , Xn with underlying means θ*₁, . . . ,θ*n. This paper starts from studying the setting that θ*i is both piecewise constant and monotone as a function ...
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