Asymptotics of maximum likelihood estimator in a two-phase linear regression model
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Cites work
- scientific article; zbMATH DE number 4090613 (Why is no real title available?)
- scientific article; zbMATH DE number 3733065 (Why is no real title available?)
- scientific article; zbMATH DE number 192936 (Why is no real title available?)
- scientific article; zbMATH DE number 1487640 (Why is no real title available?)
- 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
(22)- 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
- Improved confidence interval for average annual percent change in trend analysis
- 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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