Factor-driven two-regime regression
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Publication:820823
DOI10.1214/20-AOS2017zbMath1475.62175arXiv1810.11109MaRDI QIDQ820823
Yuan Liao, Youngki Shin, Sokbae Lee, Myung Hwan Seo
Publication date: 28 September 2021
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.11109
principal component analysisphase transitionthreshold regressionmixed integer optimizationoracle properties
Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25)
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