Asymptotic results in segmented multiple regression

DOI10.1016/J.JMVA.2008.02.028MaRDI QIDQ953860zbMATH OpenOpenAlexFDO

Authors Jeankyung Kim, Hyune-Ju Kim

Publication date 6 November 2008

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2008.02.028

zbMATH Keywords

asymptotic normalityconsistencychange-pointsempirical processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 46726 (Why is no real title available?)
• scientific article; zbMATH DE number 51427 (Why is no real title available?)
• scientific article; zbMATH DE number 1034049 (Why is no real title available?)
• scientific article; zbMATH DE number 1450225 (Why is no real title available?)
• Building Multiple Regression Models Interactively
• Estimating joinpoints in continuous time scale for multiple change-point models
• Fitting Segmented Curves Whose Join Points Have to be Estimated
• Inference about the intersection in two-phase regression
• Inference in Two-Phase Regression
• Inference in segmented line regression: a simulation study
• On asymptotic distribution theory in segmented regression problems - identified case
• Testing for a Two-Phase Multiple Regression
• The likelihood ratio test for a change-point in simple linear regression

Cited in

(12)

• Asymptotics and confidence estimation in segmented regression models
• scientific article; zbMATH DE number 1925813 (Why is no real title available?)
• Monitoring sequential structural changes in penalized high-dimensional linear models
• Threshold estimation for continuous three‐phase polynomial regression models with constant mean in the middle regime
• On spline regression under Gaussian subordination with long memory
• Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
• Confidence estimation via the parametric bootstrap in logistic joinpoint regression
• Model selection by LASSO methods in a change-point model
• On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data
• Twenty years since joinpoint 1.0: two major enhancements, their justification, and impact
• Corrigendum to: ``Asymptotic results in segmented multiple regression
• Applications of asymptotic inference in segmented line regression

Describes a project that uses

Uses Software

• Joinpoint

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