Smoothing the Nonsmoothness
Econometrics
2023-09-29 v1
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.
Cite
@article{arxiv.2309.16348,
title = {Smoothing the Nonsmoothness},
author = {Chaohua Dong and Jiti Gao and Bin Peng and Yundong Tu},
journal= {arXiv preprint arXiv:2309.16348},
year = {2023}
}