Composite change point estimation for bent line quantile regression
DOI10.1007/S10463-015-0538-5zbMATH Open1398.62102OpenAlexW1169432554MaRDI QIDQ2397049FDOQ2397049
Authors: Huixia Judy Wang, Liwen Zhang, Zhongyi 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
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Cited In (16)
- A note on regression kink model
- Single-index Thresholding in Quantile Regression
- Composite quantile estimation for kink model with longitudinal data
- Composite quantile estimation in partial functional linear regression model based on polynomial spline
- Composite quantile estimation in partial functional linear regression model with dependent errors
- Shrinkage quantile regression for panel data with multiple structural breaks
- Testing for change points due to a covariate threshold in quantile regression
- Variable selection and estimation of quantile regression model for stratified data
- Bent line quantile regression with application to an allometric study of land mammals' speed and mass
- Estimating restricted common structural changes for panel data
- Bayesian bent line quantile regression model
- Real time change-point detection in a nonlinear quantile model
- Estimation and Inference for Multi-Kink Quantile Regression
- Quantile-regression-based clustering for panel data
- Robust bent line regression
- Estimation and inference for multikink expectile regression with longitudinal data
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