Estimating nonlinear regression with and without change-points by the LAD method

DOI10.1007/S10463-009-0256-YzbMath1230.62089OpenAlexW1964017605MaRDI QIDQ652600

Gabriela Ciuperca

Publication date: 14 December 2011

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-009-0256-y

zbMATH Keywords

asymptotic propertiesparametric model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02)

Related Items (10)

Asymmetric cusp estimation in regression models ⋮ Penalized least absolute deviations estimation for nonlinear model with change-points ⋮ Robust algorithms for multiphase regression models ⋮ A general criterion to determine the number of change-points ⋮ The LAD estimation of the change-point linear model with randomly censored data ⋮ Model selection by LASSO methods in a change-point model ⋮ A Bayesian wavelet approach to estimation of a change-point in a nonlinear multivariate time series ⋮ Empirical likelihood for nonlinear models with missing responses ⋮ Estimators in step regression models ⋮ Comments on: ``Extensions of some classical methods in change point analysis

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