Pages that link to "Item:Q1224836"
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The following pages link to On asymptotic distribution theory in segmented regression problems - identified case (Q1224836):
Displaying 50 items.
- Structural breaks with deterministic and stochastic trends (Q265106) (← links)
- Penalized least absolute deviations estimation for nonlinear model with change-points (Q451506) (← links)
- A model for quantification of temperature profiles via germination times (Q484770) (← links)
- Robust bent line regression (Q514183) (← links)
- Simultaneous confidence band for the difference of segmented linear models (Q607234) (← links)
- On spline regression under Gaussian subordination with long memory (Q618157) (← links)
- Threshold effect test in censored quantile regression (Q894590) (← links)
- Regularized Bayesian estimation of generalized threshold regression models (Q899014) (← links)
- Asymptotic results in segmented multiple regression (Q953860) (← links)
- A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process (Q993808) (← links)
- The M-estimation in a multi-phase random nonlinear model (Q1007340) (← links)
- Streaming motion in Leo I (Q1018602) (← links)
- Algorithms for the optimal identification of segment neighborhoods (Q1111966) (← links)
- Inference in a model with at most one slope-change point (Q1112520) (← links)
- Some comparisons of tests for a shift in the slopes of a multivariate linear time series model (Q1222493) (← links)
- On identifiability in models for incomplete binary data (Q1273008) (← links)
- Gradual changes versus abrupt changes. (Q1298890) (← links)
- The Kuznets hypothesis: An indirect test (Q1391654) (← links)
- A continuous threshold expectile model (Q1658402) (← links)
- Asymptotic theory for regressions with smoothly changing parameters (Q1695562) (← links)
- Asymptotics of maximum likelihood estimator in a two-phase linear regression model (Q1866223) (← links)
- Asymptotic theory for bent-cable regression -- the basic case (Q1888835) (← links)
- Consistency of the posterior distribution and MLE for piecewise linear regression (Q1950863) (← links)
- Jump estimation in inverse regression (Q1952028) (← links)
- Nonparametric inference on structural breaks (Q1973431) (← links)
- Robust inference for threshold regression models (Q2000828) (← links)
- A bent line Tobit regression model with application to household financial assets (Q2156806) (← links)
- Generalized linear-quadratic model with a change point due to a covariate threshold (Q2242889) (← links)
- On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data (Q2253824) (← links)
- Testing for a changepoint in the Cox survival regression model (Q2320844) (← links)
- Change-point problems: bibliography and review (Q2324132) (← links)
- Estimators in step regression models (Q2348326) (← links)
- Smooth change point estimation in regression models with random design (Q2351700) (← links)
- A note on estimating the bent line quantile regression model (Q2358937) (← links)
- Confidence estimation via the parametric bootstrap in logistic joinpoint regression (Q2390475) (← links)
- Composite change point estimation for bent line quantile regression (Q2397049) (← links)
- Asymptotics of M-estimators in two-phase linear regression models. (Q2574536) (← links)
- An analog of Bickel-Rosenblatt test for fitting an error density in the two phase linear regression model (Q2682346) (← links)
- Exchange rate uncertainty and employment: an algorithm describing ‘play’ (Q2739984) (← links)
- Quantile regression with a change-point model for longitudinal data: An application to the study of cognitive changes in preclinical alzheimer's disease (Q2803481) (← links)
- Inference on a Structural Break in Trend with Fractionally Integrated Errors (Q2815049) (← links)
- Rate of Convergence of a Change Point Estimator in a Misspecified Regression Model (Q2833357) (← links)
- (Q2892530) (← links)
- Bent Line Quantile Regression with Application to an Allometric Study of Land Mammals' Speed and Mass (Q3008883) (← links)
- Segmented Regression in the Presence of Covariate Measurement Error in Main Study/Validation Study Designs (Q3079034) (← links)
- On the calculations of the maximum likelihood estimates for the polynomial spline regression model with unknown knots and AR(1) errors (Q3212163) (← links)
- Maximum likelihood estimator in a multi-phase random regression model (Q3396474) (← links)
- Comparability of Segmented Line Regression Models (Q3445344) (← links)
- Asymmetric cusp estimation in regression models (Q3462156) (← links)
- Threshold estimation for continuous three‐phase polynomial regression models with constant mean in the middle regime (Q6068051) (← links)
