A change-point problem in relative error-based regression

DOI10.1007/s11749-015-0438-2zbMath1329.62111MaRDI QIDQ905109

Wenxin Liu, Yuanyuan Lin, Zhan-Feng Wang

Publication date: 14 January 2016

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-015-0438-2

zbMATH Keywords

product form; relative error; change point; multiplicative regression model

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62E20: Asymptotic distribution theory in statistics

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