The M-estimation in a multi-phase random nonlinear model

DOI10.1016/J.SPL.2008.10.003zbMath1156.62314arXiv0706.0153OpenAlexW2963384148MaRDI QIDQ1007340

Gabriela Ciuperca

Publication date: 20 March 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0706.0153

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) General nonlinear regression (62J02)

Related Items (7)

Semiparametric method for identifying multiple change-points in financial market ⋮ Penalized least absolute deviations estimation for nonlinear model with change-points ⋮ 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 ⋮ Estimators in step regression models ⋮ Comments on: ``Extensions of some classical methods in change point analysis

Cites Work

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• Strong consistency of least squares estimates in multiple regression II
• On asymptotic distribution theory in segmented regression problems - identified case
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• Asymptotics of maximum likelihood estimator in a two-phase linear regression model
• Asymptotics of M-estimators in two-phase linear regression models.
• Maximum likelihood estimator in a two-phase nonlinear random regression model
• Maximum likelihood estimator in a multi-phase random regression model
• Change-Point Estimation as a Nonlinear Regression Problem
• Estimating and Testing Linear Models with Multiple Structural Changes

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