Adaptive estimation of the threshold point in threshold regression (Q496148)

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scientific article; zbMATH DE number 6483273
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    Adaptive estimation of the threshold point in threshold regression
    scientific article; zbMATH DE number 6483273

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      Adaptive estimation of the threshold point in threshold regression (English)
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      18 September 2015
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      nonregular model
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      threshold regression
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      semiparametric efficiency
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      adaptive estimation
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      semiparametric empirical Bayes
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      middle-point LSE
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      nonparametric posterior interval
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      curse of dimensionality
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      additively separable loss function
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      compound Poisson process
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