Pages that link to "Item:Q2574536"

The following pages link to Asymptotics of M-estimators in two-phase linear regression models. (Q2574536):

Displaying 29 items.

• On identification of the threshold diffusion processes (Q421414) (← links)
• Penalized least absolute deviations estimation for nonlinear model with change-points (Q451506) (← links)
• Fitting a two phase threshold multiplicative error model (Q515143) (← links)
• A general criterion to determine the number of change-points (Q553059) (← links)
• Change-point in stochastic design regression and the bootstrap (Q638805) (← links)
• On weak convergence of the likelihood ratio process in multi-phase regression models (Q730712) (← links)
• Testing for a linear MA model against threshold MA models (Q817980) (← links)
• Fractals with point impact in functional linear regression (Q988015) (← links)
• The M-estimation in a multi-phase random nonlinear model (Q1007340) (← links)
• Detecting change in a hazard regression model with right-censoring (Q1007406) (← links)
• A note on the consistency of a robust estimator for threshold autoregressive processes (Q1009720) (← links)
• Computation of estimates in segmented regression and a liquidity effect model (Q1020755) (← links)
• Jump estimation in inverse regression (Q1952028) (← links)
• Robust change point estimation in two-phase linear regression models: an application to metabolic pathway data (Q2315937) (← links)
• Estimators in step regression models (Q2348326) (← links)
• Smooth change point estimation in regression models with random design (Q2351700) (← links)
• Estimation in a change-point hazard regression model (Q2489835) (← links)
• Guaranteed testing for epidemic changes of a linear regression model (Q2498761) (← links)
• Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models (Q2681753) (← links)
• An analog of Bickel-Rosenblatt test for fitting an error density in the two phase linear regression model (Q2682346) (← links)
• Quantile Regression on Quantile Ranges - A Threshold Approach (Q2954307) (← links)
• The S-estimator in the change-point random model with long memory (Q3143500) (← links)
• Asymmetric cusp estimation in regression models (Q3462156) (← links)
• Martingale Type Statistics Applied to Change Points Detection (Q3634526) (← links)
• Change Point Estimation in Regression Models with Fixed Design (Q4562200) (← links)
• M-Procedures for Detection of Changes for Dependent Observations (Q4905901) (← links)
• (Q5214199) (← links)
• Guaranteed maximum likelihood splitting tests of a linear regression model (Q5423155) (← links)
• Bootstrap Adjustment to Minimum p-Value Method for Predictive Classification (Q6092961) (← links)