Inference in Two-Phase Regression
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(54)- A new estimation method for continuous threshold expectile model
- Broken-stick quantile regression model with multiple change points
- Estimating coefficients of two-phase linear regression model with autocorrelated errors
- Testing with a nuisance parameter present only under the alternative: a score-based approach with application to segmented modelling
- Drift time detection and adjustment procedures for processes subject to linear trend
- Asymptotic distribution of the jump change-point estimator
- Detecting Changes in Linear Regressions
- Inference in a model with at most one slope-change point
- Change-point estimation in a multinomial sequence and homogeneity of literary style
- Improved confidence interval for average annual percent change in trend analysis
- Nonparametric inference on jump regression surface
- A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process
- Corbelled Domes in Two and Three Dimensions: The Treasury of Atreus
- Bayesian detection of structural changes
- Testing shape constraints in Lasso regularized joinpoint regression
- Inferences about the parameters of a time series model with changing variance
- Gradual changes versus abrupt changes.
- Adaptive and unbiased predictors in a change point regression model
- Type I errors linked to faulty statistical analyses of endangered subspecies classifications
- Streaming motion in Leo I
- Simple linear regression with multiple level shifts
- Fast grid search and bootstrap-based inference for continuous two-phase polynomial regression models
- Least squares estimation of linear splines with unknown knot locations
- Asymptotically optimal ditiction of a change in a linear model
- Inference in segmented line regression: a simulation study
- Detecting Pulsatile Hormone Secretions Using Nonlinear Mixed Effects Partial Spline Models
- Extended joinpoint regression methodology for complex survey data
- Twenty years since joinpoint 1.0: two major enhancements, their justification, and impact
- A segmented measurement error model for modeling and analysis of method comparison data
- Detecting change points and monitoring biomedical data
- Asymptotic results in segmented multiple regression
- Exchange rate uncertainty and employment: An algorithm describing `play'
- Asymptotics of maximum likelihood estimator in a two-phase linear regression model
- Rate of Convergence of a Change Point Estimator in a Misspecified Regression Model
- Time series quantile regression kink with an unknown threshold
- Asymptotics of M-estimators in two-phase linear regression models.
- Bayesian estimation of the switching regression model with autocorrelated errors
- Change points in nonparametric regresion functions
- Smooth change point estimation in regression models with random design
- An analog of Bickel-Rosenblatt test for fitting an error density in the two phase linear regression model
- Statistical inference on change points in generalized semiparametric segmented models
- Bayesian criteria for discriminating among regression models with one possible change point
- Changepoint estimation in a segmented linear regression via empirical likelihood
- A Bayesian analysis of some threshold switching models
- Regularization techniques in joinpoint regression
- Detecting multiple change points in piecewise constant hazard functions
- Hysteresis and sources of aggregate employment inertia
- Estimating joinpoints in continuous time scale for multiple change-point models
- Algorithms for the optimal identification of segment neighborhoods
- Regression Kink With an Unknown Threshold
- Homogeneity of variances in normal linear regression with a change point
- Change-point problems: bibliography and review
- Applications of asymptotic inference in segmented line regression
- Changing presidential approval: detecting and understanding change points in interval censored polling data
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