Consistent estimation in generalized broken-line regression

DOI10.1016/j.jspi.2003.09.015zbMath1076.62022MaRDI QIDQ1888305

Ryan Gill, Michael Baron

Publication date: 23 November 2004

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.09.015

zbMATH Keywords

Maximum likelihood; Consistency; Change-point problem; Natural exponential family; Canonical parameter; Generalized regression

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F10: Point estimation

62J12: Generalized linear models (logistic models)

62J02: General nonlinear regression

Related Items

Maximum likelihood estimation in generalized broken-line regression, Semiparametric estimation of outbreak regression, The LAD estimation of the change-point linear model with randomly censored data, Maximum likelihood estimator in a multi-phase random regression model, Sequential Design and Estimation in Heteroscedastic Nonparametric Regression

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