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Smoothing the Nonsmoothness

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  • Chaohua Dong
  • Jiti Gao
  • Bin Peng
  • Yundong Tu

Abstract

To tackle difficulties for theoretical studies in situations involving nonsmooth functions, we propose a sequence of infinitely differentiable functions to approximate the nonsmooth function under consideration. A rate of approximation is established and an illustration of its application is then provided.

Suggested Citation

  • Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu, 2023. "Smoothing the Nonsmoothness," Papers 2309.16348, arXiv.org.
    • Handle: RePEc:arx:papers:2309.16348
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    References listed on IDEAS

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    1. He, Xuming & Pan, Xiaoou & Tan, Kean Ming & Zhou, Wen-Xin, 2023. "Smoothed quantile regression with large-scale inference," Journal of Econometrics, Elsevier, vol. 232(2), pages 367-388.
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