Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich

Abstract

The pros and cons of the wide class of regression functions are discussed, with a special concern about the preservation of essential characteristics. The practicality of the sequential approach for change-point detection is interesting. The merits of the asymptotic results for this should be explored. The possibility of using the present results for adaptive change-point detection should be observed.