Pages that link to "Item:Q5524163"
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The following pages link to Fitting Segmented Curves Whose Join Points Have to be Estimated (Q5524163):
Displaying 32 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)