Penalized least absolute deviations estimation for nonlinear model with change-points

DOI10.1007/s00362-009-0236-6zbMath1247.62076MaRDI QIDQ451506

Gabriela Ciuperca

Publication date: 23 September 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-009-0236-6

zbMATH Keywords

Monte Carlo simulations; parametric nonlinear model; SLAD estimator

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J02: General nonlinear regression

65C05: Monte Carlo methods

Related Items

Comments on: ``Extensions of some classical methods in change point analysis, An ANOVA-type test for multiple change points, A general criterion to determine the number of change-points, Model selection by LASSO methods in a change-point model, Empirical likelihood test in a posteriori change-point nonlinear model, Robust change point detection method via adaptive LAD-Lasso, Adaptive LASSO model selection in a multiphase quantile regression

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