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- W2607635637 abstract "In practice, data often contain discrete variables. But most of the popular nonparametric estimation methods have been developed in a purely continuous framework. A common trick among practitioners is to make discrete variables continuous by adding a small amount of noise. We show that this approach is justified if the noise distribution belongs to a certain class. In this case, any estimator developed in a purely continuous framework extends naturally to the mixed data setting. Estimators defined that way will be called continuous convolution estimators. They are extremely easy to implement and their asymptotic properties transfer directly from the continuous to the mixed data setting." @default.
- W2607635637 created "2017-05-05" @default.
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- W2607635637 date "2017-04-24" @default.
- W2607635637 modified "2023-09-27" @default.
- W2607635637 title "A generic approach to nonparametric function estimation with mixed data" @default.
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