A note on regression kink model

DOI10.1080/03610926.2021.1890780MaRDI QIDQ5046811zbMATH OpenOpenAlexFDO

Authors Yi Li, Zongyi Hu, Jiaqi Liu, Jingjing Deng

Publication date 9 November 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2021.1890780

zbMATH Keywords

CUSUM testparameters estimationregression kinkthreshold effect

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A comparison of estimators for regression models with change points
• Asymptotic Statistics
• Bent line quantile regression with application to an allometric study of land mammals' speed and mass
• Common threshold in quantile regressions with an application to pricing for reputation
• Composite change point estimation for bent line quantile regression
• Estimating the locations and number of change points by the sample-splitting method
• Fast Bootstrap Confidence Intervals for Continuous Threshold Linear Regression
• Limiting properties of the least squares estimator of a continuous threshold autoregressive model
• Model-robust inference for continuous threshold regression models
• Oracle estimation of a change point in high-dimensional quantile regression
• Robust inference for threshold regression models
• Testing for change points due to a covariate threshold in quantile regression
• Testing for Threshold Effects in Regression Models
• Testing linearity against threshold effects: uniform inference in quantile regression
• The Lasso for high dimensional regression with a possible change point
• Threshold models in non-linear time series analysis

Cited in

(2)

• Kumaraswamy regression model with Aranda-Ordaz link function
• A score-based threshold effect test in time series models

This page was built for publication: A note on regression kink model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5046811)