On asymptotic distribution theory in segmented regression problems - identified case

From MaRDI portal
Publication:1224836

DOI10.1214/aos/1176342999zbMath0324.62014OpenAlexW2047837810MaRDI QIDQ1224836

Paul I. Feder

Publication date: 1975

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176342999



Related Items

Structural breaks with deterministic and stochastic trends, A note on estimating the bent line quantile regression model, Estimation of the linear-linear segmented regression model in the presence of measurement error, Bootstrap standard error estimates in a switching regression model with unknown switch point, Comparability of Segmented Line Regression Models, Asymptotic theory for bent-cable regression -- the basic case, Changepoint Estimation in a Segmented Linear Regression via Empirical Likelihood, Asymmetric cusp estimation in regression models, ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS, Confidence estimation via the parametric bootstrap in logistic joinpoint regression, A bent line Tobit regression model with application to household financial assets, ON THE CONSISTENCY OF LEAST SQUARES ESTIMATORS FOR A THRESHOLD AR(1) MODEL, Algorithms for the optimal identification of segment neighborhoods, Inference in a model with at most one slope-change point, A continuous threshold expectile model, Composite change point estimation for bent line quantile regression, Bayesian bent line quantile regression model, Applications of asymptotic inference in segmented line regression, Segmented mixed models with random changepoints: a maximum likelihood approach with application to treatment for depression study, A new estimation method for continuous threshold expectile model, ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES, On the calculations of the maximum likelihood estimates for the polynomial spline regression model with unknown knots and AR(1) errors, Simultaneous confidence band for the difference of segmented linear models, The Kuznets hypothesis: An indirect test, On spline regression under Gaussian subordination with long memory, Threshold estimation for continuous three‐phase polynomial regression models with constant mean in the middle regime, Threshold effect test in censored quantile regression, Estimation of Knots in Linear Spline Models, An analog of Bickel-Rosenblatt test for fitting an error density in the two phase linear regression model, Regularized Bayesian estimation of generalized threshold regression models, Asymptotic theory for regressions with smoothly changing parameters, Bent-cable quantile regression model, Consistency of the posterior distribution and MLE for piecewise linear regression, Jump estimation in inverse regression, Penalized least absolute deviations estimation for nonlinear model with change-points, Nonparametric inference on structural breaks, A model for quantification of temperature profiles via germination times, Bent Line Quantile Regression with Application to an Allometric Study of Land Mammals' Speed and Mass, Exchange rate uncertainty and employment: an algorithm describing ‘play’, Generalized linear-quadratic model with a change point due to a covariate threshold, Robust bent line regression, Asymptotic results in segmented multiple regression, Estimating the locations and number of change points by the sample-splitting method, On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data, Robust inference for threshold regression models, Some comparisons of tests for a shift in the slopes of a multivariate linear time series model, Estimating switching regressions: a computational note, A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process, Inference in segmented line regression: a simulation study, Quantile regression with a change-point model for longitudinal data: An application to the study of cognitive changes in preclinical alzheimer's disease, Unnamed Item, The M-estimation in a multi-phase random nonlinear model, Segmented Regression in the Presence of Covariate Measurement Error in Main Study/Validation Study Designs, Inference on a Structural Break in Trend with Fractionally Integrated Errors, Streaming motion in Leo I, On identifiability in models for incomplete binary data, Maximum likelihood estimator in a multi-phase random regression model, Rate of Convergence of a Change Point Estimator in a Misspecified Regression Model, Testing for a changepoint in the Cox survival regression model, Change-point problems: bibliography and review, Gradual changes versus abrupt changes., Asymptotics of M-estimators in two-phase linear regression models., Estimators in step regression models, Approximate regression models and splines, Smooth change point estimation in regression models with random design, Asymptotics of maximum likelihood estimator in a two-phase linear regression model