Estimator of a change point in single index models

DOI10.1007/S11425-014-4820-4MaRDI QIDQ477154zbMATH OpenOpenAlexFDO

Authors Baisuo Jin, Cuiling Dong, Baiqi Miao, 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

zbMATH Keywords

asymptotic distributionchange pointsingle index modelconvergence rate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)

Recommendations

• Inference of change-point in single index models
• Estimation of a change in linear models
• Estimation of change point in linear panel model
• Change-point estimation for censored regression model
• Nonparametric inference in a simple change-point model

Cites work

• scientific article; zbMATH DE number 4131439 (Why is no real title available?)
• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
• Direct estimation of the index coefficient in a single-index model
• Estimating and Testing Structural Changes in Multivariate Regressions
• Generalized Partially Linear Single-Index Models
• Inference of change-point in single index models
• Limiting Behavior of Posterior Distributions when the Model is Incorrect
• On testing for a change-point in variance of normal distribution.
• Penalized least squares for single index models
• Semiparametric Estimation of Index Coefficients
• Slicing regression: A link-free regression method
• Testing For and Dating Common Breaks in Multivariate Time Series
• Testing for variance changes in autoregressive models with unknown order

Cited in

(6)

• 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
• Inference of change-point in single index models
• 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

This page was built for publication: Estimator of a change point in single index models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q477154)