Asymptotics for p-value based threshold estimation in regression settings
From MaRDI portal
(Redirected from Publication:372134)
Asymptotics for \(p\)-value based threshold estimation in regression settings
Asymptotics for \(p\)-value based threshold estimation in regression settings
Recommendations
- Asymptotics for p-value based threshold estimation under repeated measurements
- Threshold estimation based on a \(p\)-value framework in dose-response and regression settings
- Asymptotics for threshold regression under general conditions
- Robust inference for threshold regression models
- Estimation of threshold values and regression parameters in threshold regression model
Cites work
- scientific article; zbMATH DE number 3558722 (Why is no real title available?)
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- scientific article; zbMATH DE number 1487640 (Why is no real title available?)
- scientific article; zbMATH DE number 812578 (Why is no real title available?)
- scientific article; zbMATH DE number 1450225 (Why is no real title available?)
- scientific article; zbMATH DE number 3259552 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- A continuous mapping theorem for the argmax‐functional in the non‐unique case
- A general asymptotic scheme for inference under order restrictions
- A set-indexed process in a two-region image
- A surveillance procedure for random walks based on local linear estimation
- Asymptotically optimal difference-based estimation of variance in nonparametric regression
- Change point estimation using nonparametric regression
- Change-point estimation from indirect observations. 1. Minimax complexity
- Change-point estimator in gradually changing sequences
- Change-point in stochastic design regression and the bootstrap
- Change-points in nonparametric regression analysis
- Confidence Intervals for Current Status Data
- Confidence sets for split points in decision trees
- Cube root asymptotics
- Estimating a monotone trend
- Inconsistency of bootstrap: the Grenander estimator
- Inference about the change-point in a sequence of random variables
- Isotonic regression: Another look at the changepoint problem
- Kink estimation in stochastic regression with dependent errors and predictors
- Kink estimation with correlated noise
- Large-sample inference for nonparametric regression with dependent errors
- Minimax theory of image reconstruction
- Multiscale inference about a density
- Multiscale testing of qualitative hypotheses
- Nonparametric regression under long-range dependent normal errors
- On Minimax Estimation of a Discontinuous Signal
- On the Absolute Continuity of Distributions of Functionals of Random Processes
- On the detection of changes in autoregressive time series. II: Resampling procedures
- On the uniqueness of maximizers of Markov-Gaussian processes
- Optimal Change‐point Estimation in Inverse Problems
- Optimal change-point estimation from indirect observations
- Random Fields and Geometry
- Residual variance and residual pattern in nonlinear regression
- The asymptotic behavior of monotone regression estimates
- The asymptotic behavior of some nonparametric change-point estimators
- The limiting log-likelihood process for discontinuous density families
- Threshold estimation based on a \(p\)-value framework in dose-response and regression settings
- Truncated sequential change-point detection based on renewal counting processes. II
- Two-stage change-point estimators in smooth regression models
- Weak convergence and empirical processes. With applications to statistics
Cited in
(8)- Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes
- Asymptotics for \(p\)-value based threshold estimation under repeated measurements
- Threshold estimation based on a \(p\)-value framework in dose-response and regression settings
- Optimal third root asymptotic bounds in the statistical estimation of thresholds
- Detecting gradual changes in locally stationary processes
- Asymptotics for threshold regression under general conditions
- On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process
- Almost sure uniqueness of a global minimum without convexity
This page was built for publication: Asymptotics for \(p\)-value based threshold estimation in regression settings
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q372134)
