Composite change point estimation for bent line quantile regression
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Publication:2397049
DOI10.1007/s10463-015-0538-5zbMath1398.62102OpenAlexW1169432554MaRDI QIDQ2397049
Huixia Judy Wang, Li-wen Zhang, Zhong-yi Zhu
Publication date: 29 May 2017
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-015-0538-5
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)
Related Items (11)
A note on regression kink model ⋮ Bayesian bent line quantile regression model ⋮ Composite quantile estimation for kink model with longitudinal data ⋮ Shrinkage quantile regression for panel data with multiple structural breaks ⋮ Single-index Thresholding in Quantile Regression ⋮ Unnamed Item ⋮ Real time change-point detection in a nonlinear quantile model ⋮ Composite quantile estimation in partial functional linear regression model based on polynomial spline ⋮ Estimating restricted common structural changes for panel data ⋮ Composite quantile estimation in partial functional linear regression model with dependent errors ⋮ Quantile-regression-based clustering for panel data
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