An algorithm for estimating threshold boundary regression models
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Cites work
- Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
- Confidence sets for split points in decision trees
- Consistencies and rates of convergence of jump-penalized least squares estimators
- Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
- Convexity, Classification, and Risk Bounds
- Estimating the components of a mixture of normal distributions
- Factor-driven two-regime regression
- scientific article; zbMATH DE number 3742453 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 1034049 (Why is no real title available?)
- Multiple Change-Point Estimation With a Total Variation Penalty
- Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation
- On the approximation of continuous time threshold ARMA processes
- Optimal detection of changepoints with a linear computational cost
- Pattern recognition and machine learning.
- Sample Splitting and Threshold Estimation
- The Elements of Statistical Learning
- Threshold models in time series analysis -- 30 years on
- Threshold Regression With a Threshold Boundary
- Threshold regression with nonparametric sample splitting
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