Change-Point Estimation as a Nonlinear Regression Problem

DOI10.1080/02331889708802609MaRDI QIDQ4375874zbMATH OpenOpenAlexWikidataFDO

Authors Igor Vajda, Andrew L. Rukhin

Publication date 4 July 1999

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889708802609

zbMATH Keywords

asymptotic normalityconsistencychange-point estimationM-estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02)

Recommendations

• Change point estimation using nonparametric regression
• Estimation of a change in linear models
• Change point estimation in regression models with fixed design
• Nonparametric estimation in change-point models

Cites work

• Asymptotic efficient estimation of the change point with unknown distributions
• Consistency of M-estimates in general regression models
• Consistent estimators in nonlinear regression for a noncompact parameter space
• Estimation of a change in linear models
• Inference about the change-point in a sequence of random variables
• Linear statistics in change‐point estimation and their asymptotic behaviour
• Necessary and sufficient conditions for consistency of generalized M- estimates
• Nonparametric change-point estimation
• Nonparametric estimation in change-point models
• Robust Statistics
• The problem of the Nile: Conditional solution to a changepoint problem
• The rates of convergence of Bayes estimators in change-point analysis
• Theory of statistical inference and information. Transl. from the Slovak by the author
• Weak convergence and empirical processes. With applications to statistics

Cited in

(20)

• scientific article; zbMATH DE number 5733270 (Why is no real title available?)
• Estimation in a change-point non linear quantile model
• Maximum likelihood estimator in a multi-phase random regression model
• Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors
• Bayesian like R- and M- estimators of change points
• Change point estimation in regression models with fixed design
• Change-point problems in nonlinear regression estimation with dependent observations
• Estimating a change-point in two-phases regression model based on the shift of parameter estimates
• Consistent estimation in generalized broken-line regression
• Monotonic change point estimation of generalized linear model-based regression profiles
• Penalized least absolute deviations estimation for nonlinear model with change-points
• Change point estimation in regressions with \(I(d)\) variables.
• The M-estimation in a multi-phase random nonlinear model
• Isotonic regression: Another look at the changepoint problem
• Asymptotics of M-estimators in two-phase linear regression models.
• Smooth change point estimation in regression models with random design
• Asymptotic theory for bent-cable regression -- the basic case
• Asymmetric cusp estimation in regression models
• scientific article; zbMATH DE number 922032 (Why is no real title available?)
• An M-estimation-based criterion for simultaneous change point analysis and variable selection in a regression problem

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