Fitting Segmented Curves Whose Join Points Have to be Estimated
From MaRDI portal
Publication:5524163
DOI10.2307/2283203zbMath0146.40506OpenAlexW4234857792MaRDI QIDQ5524163
Publication date: 1966
Full work available at URL: https://doi.org/10.2307/2283203
Related Items (33)
Adaptive and unbiased predictors in a change point regression model ⋮ Comparability of Segmented Line Regression Models ⋮ Regularization techniques in joinpoint regression ⋮ Inference in a model with at most one slope-change point ⋮ Applications of asymptotic inference in segmented line regression ⋮ Using laplace transform theory to estimate knots ⋮ Play-hysteresis in the joint dynamics of employment and investment ⋮ When are two pieces better than one: fitting and testing OLS and RMA regressions ⋮ Estimation of Knots in Linear Spline Models ⋮ An analog of Bickel-Rosenblatt test for fitting an error density in the two phase linear regression model ⋮ Hysteresis and sources of aggregate employment inertia ⋮ Drift time detection and adjustment procedures for processes subject to linear trend ⋮ A comparison of regression spline smoothing procedures ⋮ Least squares estimation of linear splines with unknown knot locations ⋮ Estimating join points and modelling for multiple change point problem ⋮ Exchange rate uncertainty and employment: an algorithm describing ‘play’ ⋮ Fitting a two phase threshold multiplicative error model ⋮ Asymptotic results in segmented multiple regression ⋮ Estimating coefficients of two-phase linear regression model with autocorrelated errors ⋮ Some comparisons of tests for a shift in the slopes of a multivariate linear time series model ⋮ A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process ⋮ A method for vertex recognition in an automated vision system ⋮ Inference in segmented line regression: a simulation study ⋮ Gaining or losing perspective for piecewise-linear under-estimators of convex univariate functions ⋮ Estimating joinpoints in continuous time scale for multiple change-point models ⋮ Computation of estimates in segmented regression and a liquidity effect model ⋮ Robust change point estimation in two-phase linear regression models: an application to metabolic pathway data ⋮ A spatial scan statistic on trends ⋮ Change-point problems: bibliography and review ⋮ Two-phase nonlinear regression with smooth transition ⋮ Asymptotics of M-estimators in two-phase linear regression models. ⋮ On detection of change points using mean vectors ⋮ Asymptotics of maximum likelihood estimator in a two-phase linear regression model
This page was built for publication: Fitting Segmented Curves Whose Join Points Have to be Estimated