Pages that link to "Item:Q5575209"
From MaRDI portal
The following pages link to Inference about the intersection in two-phase regression (Q5575209):
Displaying 50 items.
- Robust bent line regression (Q514183) (← links)
- Estimating coefficients of two-phase linear regression model with autocorrelated errors (Q689486) (← links)
- Application of MCMC to change point detection. (Q834025) (← links)
- Mixtures of regressions with changepoints (Q892470) (← 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)
- A Bayesian analysis of some threshold switching models (Q1064707) (← links)
- Bayesian estimation of the switching regression model with autocorrelated errors (Q1166862) (← links)
- Bayesian detection of structural changes (Q1207615) (← links)
- Some comparisons of tests for a shift in the slopes of a multivariate linear time series model (Q1222493) (← links)
- A Bayesian test of the product cycle hypothesis applied to Japanese crude steel production (Q1229546) (← links)
- On detection of change points using mean vectors (Q1314933) (← links)
- Bayesian criteria for discriminating among regression models with one possible change point (Q1361686) (← links)
- A continuous threshold expectile model (Q1658402) (← links)
- Asymptotics of maximum likelihood estimator in a two-phase linear regression model (Q1866223) (← links)
- Optimal changepoint tests for normal linear regression (Q1906286) (← links)
- Asymptotically distribution free test for parameter change in a diffusion process model (Q1926009) (← links)
- Nonparametric inference on structural breaks (Q1973431) (← links)
- The quotient of normal random variables and application to asset price fat tails (Q2150371) (← links)
- A bent line Tobit regression model with application to household financial assets (Q2156806) (← links)
- Change-point problems: bibliography and review (Q2324132) (← links)
- Estimators in step regression models (Q2348326) (← links)
- Asymptotics of M-estimators in two-phase linear regression models. (Q2574536) (← links)
- An examination of Bayesian statistical approaches to modeling change in cognitive decline in an Alzheimer's disease population (Q2654362) (← 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)
- (Q2701876) (← links)
- Exchange rate uncertainty and employment: an algorithm describing ‘play’ (Q2739984) (← links)
- Quantile regression with a change-point model for longitudinal data: An application to the study of cognitive changes in preclinical alzheimer's disease (Q2803481) (← links)
- On testes for threshold–type nonlinearity in irregulaly spaced time series (Q3350573) (← links)
- Maximum likelihood estimator in a multi-phase random regression model (Q3396474) (← 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)
- Bayesian forecasting with changing linear models (Q3666054) (← links)
- Approximate regression models and splines (Q3685861) (← links)
- Estimation of the linear-linear segmented regression model in the presence of measurement error (Q3700627) (← links)
- Estimating switching regressions: a computational note (Q3870266) (← links)
- Bayesian inferences related to shifting sequences and two-phase regression (Q4127208) (← links)
- Forecasting future values of changing sequences (Q4134771) (← links)
- Change points in nonparametric regresion functions (Q4269508) (← links)
- A BAYESIAN ANALYSIS FOR DERIVATIVE CHANGE POINTS (Q4449066) (← links)
- Two-phase nonlinear regression with smooth transition (Q4490165) (← links)
- Nonparametric inference on jump regression surface (Q4551594) (← links)
- Functional limit theorems for the “disorder” problem (Q4746581) (← links)
- Detecting Changes in Linear Regressions (Q4763484) (← links)
- Corbelled Domes in Two and Three Dimensions: The Treasury of Atreus (Q4832095) (← links)
- Using laplace transform theory to estimate knots (Q4843644) (← links)
- Homogeneity of variances in normal linear regression with a change point (Q4935314) (← links)