Estimating nonlinear regression with and without change-points by the LAD method
DOI10.1007/S10463-009-0256-YzbMATH Open1230.62089OpenAlexW1964017605MaRDI QIDQ652600FDOQ652600
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
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Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
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- Estimating and Testing Linear Models with Multiple Structural Changes
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- Testing that a Gaussian process is stationary
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- The consistency of nonlinear regression minimizing the \(L_ 1-\)norm
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- Calculation method for nonlinear dynamic least-absolute deviations estimator
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- Estimators for the Time of Change in Linear Models
- Strong consistency and exponential rate of the ``minimum \(L_ 1\)-norm estimates in linear regression models
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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