Inference in Two-Phase Regression
From MaRDI portal
Publication:5633502
DOI10.2307/2284220zbMath0226.62068OpenAlexW4244827885MaRDI QIDQ5633502
Publication date: 1971
Full work available at URL: https://doi.org/10.2307/2284220
Related Items (44)
Adaptive and unbiased predictors in a change point regression model ⋮ Testing Shape Constraints in Lasso Regularized Joinpoint Regression ⋮ Regularization techniques in joinpoint regression ⋮ Change points in nonparametric regresion functions ⋮ Nonparametric inference on jump regression surface ⋮ Changepoint Estimation in a Segmented Linear Regression via Empirical Likelihood ⋮ Bayesian criteria for discriminating among regression models with one possible change point ⋮ Algorithms for the optimal identification of segment neighborhoods ⋮ Testing with a nuisance parameter present only under the alternative: a score-based approach with application to segmented modelling ⋮ Inference in a model with at most one slope-change point ⋮ Asymptotically optimal ditiction of a change in a linear model ⋮ Applications of asymptotic inference in segmented line regression ⋮ Corbelled Domes in Two and Three Dimensions: The Treasury of Atreus ⋮ A new estimation method for continuous threshold expectile model ⋮ 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 ⋮ Detecting multiple change points in piecewise constant hazard functions ⋮ Drift time detection and adjustment procedures for processes subject to linear trend ⋮ Bayesian estimation of the switching regression model with autocorrelated errors ⋮ Detecting change points and monitoring biomedical data ⋮ Least squares estimation of linear splines with unknown knot locations ⋮ Exchange rate uncertainty and employment: an algorithm describing ‘play’ ⋮ Asymptotic results in segmented multiple regression ⋮ Estimating coefficients of two-phase linear regression model with autocorrelated errors ⋮ Asymptotic distribution of the jump change-point estimator ⋮ Bayesian detection of structural changes ⋮ Type I errors linked to faulty statistical analyses of endangered subspecies classifications ⋮ Change-point estimation in a multinomial sequence and homogeneity of literary style ⋮ Homogeneity of variances in normal linear regression with a change point ⋮ A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process ⋮ Simple linear regression with multiple level shifts ⋮ Inference in segmented line regression: a simulation study ⋮ Streaming motion in Leo I ⋮ Detecting Pulsatile Hormone Secretions Using Nonlinear Mixed Effects Partial Spline Models ⋮ Estimating joinpoints in continuous time scale for multiple change-point models ⋮ Rate of Convergence of a Change Point Estimator in a Misspecified Regression Model ⋮ Change-point problems: bibliography and review ⋮ Gradual changes versus abrupt changes. ⋮ Asymptotics of M-estimators in two-phase linear regression models. ⋮ Inferences about the parameters of a time series model with changing variance ⋮ Detecting Changes in Linear Regressions ⋮ A Bayesian analysis of some threshold switching models ⋮ Smooth change point estimation in regression models with random design ⋮ Asymptotics of maximum likelihood estimator in a two-phase linear regression model
This page was built for publication: Inference in Two-Phase Regression