Pages that link to "Item:Q1224837"

The following pages link to The log likelihood ratio in segmented regression (Q1224837):

Displaying 33 items.

• Penalized least absolute deviations estimation for nonlinear model with change-points (Q451506) (← links)
• Exact posterior distributions and model selection criteria for multiple change-point detection problems (Q693323) (← links)
• Semiparametric Bayesian approaches to joinpoint regression for population-based cancer survival data (Q961896) (← 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)
• Computation of estimates in segmented regression and a liquidity effect model (Q1020755) (← links)
• Inference about a change point in experimental neurophysiology (Q1075967) (← links)
• Algorithms for the optimal identification of segment neighborhoods (Q1111966) (← links)
• Distributions of Bayes-type change-point statistics under polynomial regression (Q1329693) (← links)
• The Kuznets hypothesis: An indirect test (Q1391654) (← links)
• Testing the order of a model using locally conic parametrization: Population mixtures and stationary ARMA processes (Q1568265) (← links)
• Asymptotics of maximum likelihood estimator in a two-phase linear regression model (Q1866223) (← links)
• Bent-cable asymptotics when the bend is missing. (Q1871249) (← links)
• Robust inference for threshold regression models (Q2000828) (← links)
• Type I errors linked to faulty statistical analyses of endangered subspecies classifications (Q2259917) (← links)
• Change-point problems: bibliography and review (Q2324132) (← links)
• Estimators in step regression models (Q2348326) (← links)
• Regularization techniques in joinpoint regression (Q2374428) (← links)
• Asymptotics of M-estimators in two-phase linear regression models. (Q2574536) (← links)
• Comparing change-point location in independent series (Q2631363) (← links)
• An analog of Bickel-Rosenblatt test for fitting an error density in the two phase linear regression model (Q2682346) (← links)
• Exact Posterior Distributions over the Segmentation Space and Model Selection for Multiple Change-Point Detection Problems (Q3298515) (← links)
• Maximum likelihood estimator in a multi-phase random regression model (Q3396474) (← links)
• Comparability of Segmented Line Regression Models (Q3445344) (← links)
• Drift time detection and adjustment procedures for processes subject to linear trend (Q3527940) (← links)
• Inference in segmented line regression: a simulation study (Q3615030) (← links)
• Approximate regression models and splines (Q3685861) (← links)
• Estimation of the linear-linear segmented regression model in the presence of measurement error (Q3700627) (← links)
• ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS (Q3729867) (← links)
• Estimating switching regressions: a computational note (Q3870266) (← links)
• Testing with a nuisance parameter present only under the alternative: a score-based approach with application to segmented modelling (Q5221515) (← links)
• Testing Shape Constraints in Lasso Regularized Joinpoint Regression (Q5283083) (← links)
• Changepoint Estimation in a Segmented Linear Regression via Empirical Likelihood (Q5305494) (← links)