Asymmetric cusp estimation in regression models

DOI10.1080/02331888.2015.1016027MaRDI QIDQ3462156zbMATH OpenOpenAlexFDO

Authors Maik Döring

Publication date 4 January 2016

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2015.1016027

zbMATH Keywords

\(m\)-estimatesasymptoticchange pointcuspnonlinear regression

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12) General nonlinear regression (62J02)

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Cites work

• A note on estimators of gradual changes
• Asymptotic theory of least squares estimator in a nonregular nonlinear regression model
• Asymptotics of M-estimators in two-phase linear regression models.
• Change-Point Estimation as a Nonlinear Regression Problem
• Change-point estimation under adaptive sampling
• Change-points in nonparametric regression analysis
• Cube root asymptotics
• Estimating nonlinear regression with and without change-points by the LAD method
• Estimation of cusp in nonregular nonlinear regression models.
• Gradual changes versus abrupt changes.
• Jump and sharp cusp detection by wavelets
• Limit theorems for a class of tests of gradual changes
• Nonparametric estimation of a discontinuity in regression
• Nonparametric quasi-likelihood
• On asymptotic distribution theory in segmented regression problems - identified case
• Permutation principles for the change analysis of stochastic processes under strong invariance
• Sequential testing of gradual changes in the drift of a stochastic process
• Smooth change point estimation in regression models with random design
• The S-estimator in the change-point random model with long memory
• Two-stage change-point estimators in smooth regression models

Cited in

(10)

• Estimation of cusp in nonregular nonlinear regression models.
• On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion
• Estimation of cusp location of stochastic processes: a survey
• On parameter estimation for cusp-type signals
• Estimating a gradual parameter change in an AR(1)-process
• On estimation errors in optical communication and location
• Assessing and Modeling Asymmetry in Bivariate Continuous Data
• scientific article; zbMATH DE number 1215256 (Why is no real title available?)
• L_p–Estimators as Estimates of a Parameter of Location for a Sharp–pointed Symmetric Density
• Cusp estimation in random design regression models

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