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

DOI10.1007/S00362-009-0236-6zbMATH Open1247.62076OpenAlexW2144206369MaRDI QIDQ451506FDOQ451506

Authors: 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

Recommendations

• Estimating nonlinear regression with and without change-points by the LAD method
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• The LAD estimation of the change-point linear model with randomly censored data
• Calculation method for nonlinear dynamic least-absolute deviations estimator

zbMATH Keywords

Monte Carlo simulationsparametric nonlinear modelSLAD estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Monte Carlo methods (65C05)

Cites Work

• Estimating the number of change-points via Schwarz' criterion
• Estimation of multiple-regime regressions with least absolutes deviation
• Least-squares estimation of an unknown number of shifts in a time series
• Estimating and Testing Linear Models with Multiple Structural Changes
• Asymptotic Theory of Least Absolute Error Regression
• Détection de ruptures multiples dans la moyenne d'un processus aléatoire
• Least absolute value regression: recent contributions
• Strong representations for LAD estimators in linear models
• On asymptotic distribution theory in segmented regression problems - identified case
• Title not available (Why is that?)
• Title not available (Why is that?)
• The consistency of nonlinear regression minimizing the \(L_ 1-\)norm
• Asymptotics of maximum likelihood estimator in a two-phase linear regression model
• Asymptotics of M-estimators in two-phase linear regression models.
• Change-Point Estimation as a Nonlinear Regression Problem
• The M-estimation in a multi-phase random nonlinear model
• The log likelihood ratio in segmented regression
• The limiting behavior of least absolute deviation estimators for threshold autoregressive models
• Calculation method for nonlinear dynamic least-absolute deviations estimator
• Maximum likelihood estimator in a multi-phase random regression model
• Tests of Linear Hypotheses and l"1 Estimation
• Estimating nonlinear regression with and without change-points by the LAD method

Cited In (9)

• A general criterion to determine the number of change-points
• Model selection by LASSO methods in a change-point model
• Comments on: ``Extensions of some classical methods in change point analysis
• Estimating nonlinear regression with and without change-points by the LAD method
• Jump-penalized least absolute values estimation of scalar or circle-valued signals
• Adaptive LASSO model selection in a multiphase quantile regression
• An ANOVA-type test for multiple change points
• Empirical likelihood test in a posteriori change-point nonlinear model
• Robust change point detection method via adaptive LAD-Lasso

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