Asymptotics of maximum likelihood estimator in a two-phase linear regression model

DOI10.1016/S0378-3758(02)00273-2MaRDI QIDQ1866223zbMATH OpenOpenAlexFDO

Authors Hira L. Koul, Lianfen Qian

Publication date 3 April 2003

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(02)00273-2

zbMATH Keywords

compound Poisson processchange-point estimatorn-consistencyfixed jump size

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20)

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Cites work

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• scientific article; zbMATH DE number 3215022 (Why is no real title available?)
• scientific article; zbMATH DE number 3336465 (Why is no real title available?)
• Change point estimation using nonparametric regression
• Change-points in nonparametric regression analysis
• Fitting Segmented Curves Whose Join Points Have to be Estimated
• Inference about the intersection in two-phase regression
• Inference in Two-Phase Regression
• Kernel-type estimators of jump points and values of a regression function
• On asymptotic distribution theory in segmented regression problems - identified case
• The log likelihood ratio in segmented regression
• Two-stage change-point estimators in smooth regression models

Cited in

(21)

• Robust change point estimation in two-phase linear regression models: an application to metabolic pathway data
• Maximum likelihood estimator in a multi-phase random regression model
• Guaranteed maximum likelihood splitting tests of a linear regression model
• Change-point estimation under adaptive sampling
• Model selection by LASSO methods in a change-point model
• Maximum likelihood estimator in a two-phase nonlinear random regression model
• Estimators in step regression models
• Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
• On weak convergence of the likelihood ratio process in multi-phase regression models
• Penalized least absolute deviations estimation for nonlinear model with change-points
• An efficient two step algorithm for high dimensional change point regression models without grid search
• When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs
• The M-estimation in a multi-phase random nonlinear model
• A change-point problem in relative error-based regression
• The LAD estimation of the change-point linear model with randomly censored data
• Asymptotics of M-estimators in two-phase linear regression models.
• On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios
• An analog of Bickel-Rosenblatt test for fitting an error density in the two phase linear regression model
• Changepoint estimation in a segmented linear regression via empirical likelihood
• Fitting a two phase threshold multiplicative error model
• Applications of asymptotic inference in segmented line regression

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