Statistical inference for four-regime segmented regression models

DOI10.1214/24-AOS2417MaRDI QIDQ7035870zbMATH OpenFDO

Authors Han Yan, Song Xi Chen

Publication date 29 January 2025

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/annals-of-statistics/volume-52/issue-6/Statistical-inference-for-four-regime-segmented-regression-models/10.1214/24-AOS2417.full

zbMATH Keywords

mixed integer programmingsegmented modelsmoothed regression bootstraptemporal dependencethreshold regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear inference, regression (62J99)

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Cited in

(2)

• Statistical inference for four-regime segmented regression models
• Subgroup identification via multiple change point detection: methods and applications

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