Piecewise linear Tobit regression model estimation based on kernel function method

DOI10.6040/J.ISSN.1671-9352.0.2019.865MaRDI QIDQ5127964zbMATH OpenFDO

Authors

Publication date 27 October 2020

Full work available at URL https://doi.org/10.6040/J.ISSN.1671-9352.0.2019.865

zbMATH Keywords

change pointkernel functionTobit regression model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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