Asymptotic results in segmented multiple regression

DOI10.1016/J.JMVA.2008.02.028zbMath1169.62061OpenAlexW2032317596MaRDI QIDQ953860

Hyune-Ju Kim, Jeankyung Kim

Publication date: 6 November 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.02.028

zbMATH Keywords

consistencyasymptotic normalityempirical processeschange-points

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) General nonlinear regression (62J02)

Related Items (9)

Confidence estimation via the parametric bootstrap in logistic joinpoint regression ⋮ Applications of asymptotic inference in segmented line regression ⋮ On spline regression under Gaussian subordination with long memory ⋮ Threshold estimation for continuous three‐phase polynomial regression models with constant mean in the middle regime ⋮ On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data ⋮ Corrigendum to: ``Asymptotic results in segmented multiple regression ⋮ Twenty years since joinpoint 1.0: two major enhancements, their justification, and impact ⋮ Model selection by LASSO methods in a change-point model ⋮ Monitoring sequential structural changes in penalized high-dimensional linear models

Uses Software

• Joinpoint

Cites Work

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• Estimating joinpoints in continuous time scale for multiple change-point models
• On asymptotic distribution theory in segmented regression problems - identified case
• Inference in segmented line regression: a simulation study
• The likelihood ratio test for a change-point in simple linear regression
• Building Multiple Regression Models Interactively
• Testing for a Two-Phase Multiple Regression
• Fitting Segmented Curves Whose Join Points Have to be Estimated
• Inference about the intersection in two-phase regression
• Inference in Two-Phase Regression

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