Nonparametric estimation of a switching regression model

DOI10.1080/03610918.2014.980513MaRDI QIDQ2974892zbMATH OpenOpenAlexFDO

Authors Ruffy S. Guilatco, Erniel B. Barrios

Publication date 11 April 2017

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2014.980513

zbMATH Keywords

high-dimensional datamulti-collinearitynonparametric estimationprincipal component regressionswitching regression model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(3)

• An Efficient Estimation for Switching Regression Models: A Monte Carlo Study
• A generalized panel data switching regression model
• scientific article; zbMATH DE number 7723598 (Why is no real title available?)

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