Pages that link to "Item:Q5524163"

The following pages link to Fitting Segmented Curves Whose Join Points Have to be Estimated (Q5524163):

Displaying 35 items.

• Estimating join points and modelling for multiple change point problem (Q505195) (← links)
• Fitting a two phase threshold multiplicative error model (Q515143) (← links)
• Estimating coefficients of two-phase linear regression model with autocorrelated errors (Q689486) (← links)
• Asymptotic results in segmented multiple regression (Q953860) (← links)
• A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process (Q993808) (← links)
• Estimating joinpoints in continuous time scale for multiple change-point models (Q1019872) (← links)
• Computation of estimates in segmented regression and a liquidity effect model (Q1020755) (← links)
• Inference in a model with at most one slope-change point (Q1112520) (← links)
• Least squares estimation of linear splines with unknown knot locations (Q1186053) (← links)
• Some comparisons of tests for a shift in the slopes of a multivariate linear time series model (Q1222493) (← links)
• On detection of change points using mean vectors (Q1314933) (← links)
• Adaptive and unbiased predictors in a change point regression model (Q1332876) (← links)
• A comparison of regression spline smoothing procedures (Q1424601) (← links)
• Asymptotics of maximum likelihood estimator in a two-phase linear regression model (Q1866223) (← links)
• Robust change point estimation in two-phase linear regression models: an application to metabolic pathway data (Q2315937) (← links)
• A spatial scan statistic on trends (Q2320898) (← links)
• Change-point problems: bibliography and review (Q2324132) (← links)
• Regularization techniques in joinpoint regression (Q2374428) (← links)
• Asymptotics of M-estimators in two-phase linear regression models. (Q2574536) (← links)
• Play-hysteresis in the joint dynamics of employment and investment (Q2673368) (← links)
• An analog of Bickel-Rosenblatt test for fitting an error density in the two phase linear regression model (Q2682346) (← links)
• Hysteresis and sources of aggregate employment inertia (Q2700533) (← links)
• Exchange rate uncertainty and employment: an algorithm describing ‘play’ (Q2739984) (← links)
• Comparability of Segmented Line Regression Models (Q3445344) (← links)
• Drift time detection and adjustment procedures for processes subject to linear trend (Q3527940) (← links)
• Inference in segmented line regression: a simulation study (Q3615030) (← links)
• Two-phase nonlinear regression with smooth transition (Q4490165) (← links)
• Using laplace transform theory to estimate knots (Q4843644) (← links)
• Applications of asymptotic inference in segmented line regression (Q5079159) (← links)
• Gaining or losing perspective for piecewise-linear under-estimators of convex univariate functions (Q5925583) (← links)
• A method for vertex recognition in an automated vision system (Q5961716) (← links)
• When are two pieces better than one: fitting and testing OLS and RMA regressions (Q6089996) (← links)
• Fast grid search and bootstrap-based inference for continuous two-phase polynomial regression models (Q6626386) (← links)
• Methods for generalized change-point models: with applications to human immunodeficiency virus surveillance and diabetes data (Q6627536) (← links)
• Twenty years since joinpoint 1.0: two major enhancements, their justification, and impact (Q6628619) (← links)