Estimator of a change point in single index models
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Publication:477154
DOI10.1007/S11425-014-4820-4zbMATH Open1418.62074OpenAlexW1981277355MaRDI QIDQ477154FDOQ477154
Cuiling Dong, Baiqi Miao, Baisuo Jin, Changchun Tan
Publication date: 2 December 2014
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-014-4820-4
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Cites Work
- Generalized Partially Linear Single-Index Models
- Slicing regression: A link-free regression method
- Title not available (Why is that?)
- Semiparametric Estimation of Index Coefficients
- Direct estimation of the index coefficient in a single-index model
- Limiting Behavior of Posterior Distributions when the Model is Incorrect
- Testing For and Dating Common Breaks in Multivariate Time Series
- Estimating and Testing Structural Changes in Multivariate Regressions
- Penalized least squares for single index models
- Inference of change-point in single index models
- On testing for a change-point in variance of normal distribution.
- Title not available (Why is that?)
- Testing for variance changes in autoregressive models with unknown order
Cited In (5)
- Hajek-Renyi-type inequality for \((\alpha, \beta)\)-mixing sequences and its application to change-point model
- Change-point detection for the link function in a single-index model
- On Hinkley's estimator: inference about the change point
- Semiparametric jump-preserving estimation for single-index models
- On nonparametric change point estimator based on empirical characteristic functions
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