Estimating nonlinear regression with and without change-points by the LAD method

DOI10.1007/S10463-009-0256-YMaRDI QIDQ652600zbMATH OpenOpenAlexFDO

Authors Gabriela Ciuperca

Publication date 14 December 2011

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-009-0256-y

zbMATH Keywords

asymptotic propertiesparametric model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 4169866 (Why is no real title available?)
• scientific article; zbMATH DE number 4044967 (Why is no real title available?)
• scientific article; zbMATH DE number 1034049 (Why is no real title available?)
• An estimator of the number of change points based on a weak invariance principle
• Calculation method for nonlinear dynamic least-absolute deviations estimator
• Consistency of an estimator of the number of changes in binomial observations
• Detection of change points using rank methods
• Detection of multiple changes in a sequence of dependent variables
• Estimating and Testing Linear Models with Multiple Structural Changes
• Estimating the number of change-points via Schwarz' criterion
• Estimation of multiple-regime regressions with least absolutes deviation
• Estimators for the Time of Change in Linear Models
• Least absolute value regression: recent contributions
• Monitoring changes in linear models
• On the detection of changes in autoregressive time series. I: Asymptotics.
• Optimal changepoint tests for normal linear regression
• Rank tests for changepoint problems
• Strong consistency and exponential rate of the ``minimum \(L_ 1\)-norm estimates in linear regression models
• Strong representations for LAD estimators in linear models
• Testing that a Gaussian process is stationary
• The consistency of nonlinear regression minimizing the \(L_ 1-\)norm

Cited in

(13)

• Robust algorithms for multiphase regression models
• A general criterion to determine the number of change-points
• Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model
• Model selection by LASSO methods in a change-point model
• Estimators in step regression models
• Penalized least absolute deviations estimation for nonlinear model with change-points
• Comments on: ``Extensions of some classical methods in change point analysis
• Empirical likelihood for nonlinear models with missing responses
• A Bayesian wavelet approach to estimation of a change-point in a nonlinear multivariate time series
• The LAD estimation of the change-point linear model with randomly censored data
• Robust change point detection method via adaptive LAD-Lasso
• Asymmetric cusp estimation in regression models
• Calculation method for nonlinear dynamic least-absolute deviations estimator

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