Inference about the intersection in two-phase regression
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(70)- Estimating joinpoints in continuous time scale for multiple change-point models
- A Bayesian analysis of some threshold switching models
- Bayesian estimation of the switching regression model with autocorrelated errors
- Bayesian detection of structural changes
- Some comparisons of tests for a shift in the slopes of a multivariate linear time series model
- A Bayesian test of the product cycle hypothesis applied to Japanese crude steel production
- On detection of change points using mean vectors
- Bayesian criteria for discriminating among regression models with one possible change point
- A continuous threshold expectile model
- Asymptotics of maximum likelihood estimator in a two-phase linear regression model
- Optimal changepoint tests for normal linear regression
- Asymptotically distribution free test for parameter change in a diffusion process model
- Nonparametric inference on structural breaks
- The quotient of normal random variables and application to asset price fat tails
- A bent line Tobit regression model with application to household financial assets
- Change-point problems: bibliography and review
- Estimators in step regression models
- Asymptotics of M-estimators in two-phase linear regression models.
- An examination of Bayesian statistical approaches to modeling change in cognitive decline in an Alzheimer's disease population
- Play-hysteresis in the joint dynamics of employment and investment
- An analog of Bickel-Rosenblatt test for fitting an error density in the two phase linear regression model
- Hysteresis and sources of aggregate employment inertia
- On testing for a change-point in variance of normal distribution.
- Exchange rate uncertainty and employment: An algorithm describing `play'
- Quantile regression with a change-point model for longitudinal data: an application to the study of cognitive changes in preclinical Alzheimer's disease
- On testes for threshold–type nonlinearity in irregulaly spaced time series
- Maximum likelihood estimator in a multi-phase random regression model
- Drift time detection and adjustment procedures for processes subject to linear trend
- Inference in segmented line regression: a simulation study
- Bayesian forecasting with changing linear models
- Approximate regression models and splines
- Estimation of the linear-linear segmented regression model in the presence of measurement error
- Estimating switching regressions: a computational note
- Bayesian inferences related to shifting sequences and two-phase regression
- Forecasting future values of changing sequences
- Change points in nonparametric regresion functions
- A BAYESIAN ANALYSIS FOR DERIVATIVE CHANGE POINTS
- Two-phase nonlinear regression with smooth transition
- Nonparametric inference on jump regression surface
- Functional limit theorems for the “disorder” problem
- Detecting Changes in Linear Regressions
- Corbelled Domes in Two and Three Dimensions: The Treasury of Atreus
- Using laplace transform theory to estimate knots
- Homogeneity of variances in normal linear regression with a change point
- A multi-scale approach for testing and detecting peaks in time series
- Applications of asymptotic inference in segmented line regression
- Detecting multiple change points in piecewise constant hazard functions
- Variance estimation in nonparametric regression with jump discontinuities
- Robust bent line regression
- An efficient two step algorithm for high dimensional change point regression models without grid search
- Testing with a nuisance parameter present only under the alternative: a score-based approach with application to segmented modelling
- Bootstrap standard error estimates in a switching regression model with unknown switch point
- Changepoint estimation in a segmented linear regression via empirical likelihood
- Weighted Least Squares Estimators for a Change-Point
- Simple linear regression with multiple level shifts
- A note on change point estimation in dose-response trials
- Nonlinear regression modelling: a primer with applications and caveats
- Bent-cable quantile regression model
- Two-Way Truncated Linear Regression Models with Extremely Thresholding Penalization
- Regression Kink With an Unknown Threshold
- Twenty years since joinpoint 1.0: two major enhancements, their justification, and impact
- Time series quantile regression kink with an unknown threshold
- Estimating coefficients of two-phase linear regression model with autocorrelated errors
- Improved confidence interval for average annual percent change in trend analysis
- Z-process method for change point problems in time series
- Threshold detection under a semiparametric regression model
- Application of MCMC to change point detection.
- Mixtures of regressions with changepoints
- Asymptotic results in segmented multiple regression
- A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process
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