Change point estimation in regression models with fixed design

DOI10.1007/978-0-8176-4971-5_15MaRDI QIDQ4562200zbMATH OpenOpenAlexFDO

Authors Maik Döring, Uwe Jensen

Publication date 18 December 2018

Published in Mathematical and Statistical Models and Methods in Reliability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-0-8176-4971-5_15

zbMATH Keywords

change-pointsM-estimatesrate of consistencyregression

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A continuous mapping theorem for the argmax‐functional in the non‐unique case
• A Cox-type regression model with change-points in the covariates
• Asymptotic Statistics
• Asymptotics of M-estimators in two-phase linear regression models.
• Change-point estimation under adaptive sampling
• Change-points in nonparametric regression analysis
• Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
• Dynamic regression models for survival data.
• Estimation in a Cox regression model with a change-point according to a threshold in a covariate
• Exponential and polynomial tailbounds for change-point estimators
• scientific article; zbMATH DE number 193660 (Why is no real title available?)
• Inference under right censoring for transformation models with a change-point based on a covariate threshold
• Introduction to empirical processes and semiparametric inference
• Nonparametric estimation of a discontinuity in regression
• Nonparametric quasi-likelihood
• Survival and event history analysis. A process point of view
• Two-stage change-point estimators in smooth regression models

Cited in

(12)

• The M-estimation in a multi-phase random nonlinear model
• Two-stage change-point estimators in smooth regression models
• Consistent estimation in generalized broken-line regression
• Smooth change point estimation in regression models with random design
• Change-point estimation using shape-restricted regression splines
• Estimating a change-point in two-phases regression model based on the shift of parameter estimates
• scientific article; zbMATH DE number 2185207 (Why is no real title available?)
• Change-Point Estimation as a Nonlinear Regression Problem
• scientific article; zbMATH DE number 919366 (Why is no real title available?)
• On estimation of the change points in multivariate regression models with structural changes
• Change point estimation in regressions with \(I(d)\) variables.
• Asymptotics for change-point models under varying degrees of mis-specification

Describes a project that uses

Uses Software

• timereg

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