Robust bent line regression

DOI10.1016/J.JSPI.2017.01.001zbMath1360.62390arXiv1606.02234OpenAlexW2964246378WikidataQ47930727 ScholiaQ47930727MaRDI QIDQ514183

Qunhua Li, Fei-Peng Zhang

Publication date: 28 February 2017

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.02234

zbMATH Keywords

robust estimationchange pointbent line regressionrank-based regressionweighted CUSUM test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05)

Related Items (6)

A bent line Tobit regression model with application to household financial assets ⋮ A continuous threshold expectile model ⋮ Real-time detection of a change-point in a linear expectile model ⋮ Segmented Correspondence Curve Regression for Quantifying Covariate Effects on the Reproducibility of High-Throughput Experiments ⋮ Generalized linear-quadratic model with a change point due to a covariate threshold ⋮ Robust algorithms for multiphase regression models

Uses Software

• wbs
• Rbent

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