Likelihood estimation and inference in threshold regression (Q738152)

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Likelihood estimation and inference in threshold regression
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    Likelihood estimation and inference in threshold regression (English)
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    15 August 2016
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    threshold regression
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    structural change
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    nonregular models
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    boundary
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    efficiency bounds
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    Bayes
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    middle-point MLE
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    compound Poisson process
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    Wiener-Hopf equation
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    local asymptotic minimax
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    credible set
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