Penalized least absolute deviations estimation for nonlinear model with change-points

DOI10.1007/S00362-009-0236-6MaRDI QIDQ451506zbMATH OpenOpenAlexFDO

Authors Gabriela Ciuperca

Publication date 23 September 2012

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-009-0236-6

zbMATH Keywords

Monte Carlo simulationsparametric nonlinear modelSLAD estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Monte Carlo methods (65C05)

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Cites work

• scientific article; zbMATH DE number 1034049 (Why is no real title available?)
• scientific article; zbMATH DE number 1487640 (Why is no real title available?)
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• Calculation method for nonlinear dynamic least-absolute deviations estimator
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• Détection de ruptures multiples dans la moyenne d'un processus aléatoire
• Estimating and Testing Linear Models with Multiple Structural Changes
• Estimating nonlinear regression with and without change-points by the LAD method
• Estimating the number of change-points via Schwarz' criterion
• Estimation of multiple-regime regressions with least absolutes deviation
• Least absolute value regression: recent contributions
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• The log likelihood ratio in segmented regression

Cited in

(9)

• Adaptive LASSO model selection in a multiphase quantile regression
• An ANOVA-type test for multiple change points
• Comments on: ``Extensions of some classical methods in change point analysis
• Estimating nonlinear regression with and without change-points by the LAD method
• A general criterion to determine the number of change-points
• Model selection by LASSO methods in a change-point model
• Robust change point detection method via adaptive LAD-Lasso
• Jump-penalized least absolute values estimation of scalar or circle-valued signals
• Empirical likelihood test in a posteriori change-point nonlinear model

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