A change-point problem in relative error-based regression

DOI10.1007/S11749-015-0438-2MaRDI QIDQ905109zbMATH OpenOpenAlexFDO

Authors Wenxin Liu, Yuanyuan Lin, Zhanfeng Wang

Publication date 14 January 2016

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11749-015-0438-2

zbMATH Keywords

change pointmultiplicative regression modelrelative errorproduct form

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

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Cites work

• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
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• Change-point estimation for censored regression model
• Change-points in nonparametric regression analysis
• Detection of abrupt changes: theory and application
• Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model
• Estimating Mixtures of Normal Distributions and Switching Regressions
• Estimating structural changes in regression quantiles
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• Estimation of a change point in a hazard function based on censored data
• Heteroscedasticity and Autocorrelation Robust Structural Change Detection
• Least absolute relative error estimation
• Least product relative error estimation
• Local least absolute relative error estimating approach for partially linear multiplicative model
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• Relative-error prediction
• Retrospective change detection for binary time series models
• Sequential methods for design-adaptive estimation of discontinuities in regression curves and surfaces
• Two-stage change-point estimators in smooth regression models

Cited in

(7)

• Efficient variable selection for high-dimensional multiplicative models: a novel LPRE-based approach
• The M-estimation for multiplicative regression models with a diverging number of covariates
• A relative error-based estimation with an increasing number of parameters
• Cross-validation for change-point regression: pitfalls and solutions
• H-relative error estimation for multiplicative regression model with random effect
• A relative error estimation approach for multiplicative single index model
• Local least product relative error estimation for varying coefficient multiplicative regression model

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