A Note on Switching Regressions and Logistic Discrimination

DOI10.2307/1912950MaRDI QIDQ3894801zbMATH OpenOpenAlexFDO

Authors Nicholas M. Kiefer

Publication date 1980

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1912950

zbMATH Keywords

logistic discriminationmaximum likelihood estimatesswitching regressions

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) General nonlinear regression (62J02)

Cited in

(6)

• A Bayesian analysis of some threshold switching models
• Extensions of estimation methods using the EM algorithm
• Parameter estimation of Markov switching bilinear model using the (EM) algorithm
• Change-point problems: bibliography and review
• Analysis of time series subject to changes in regime
• A constrained maximum-likelihood approach to estimating switching regressions

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