Threshold regression models using mixed-integer programming
From MaRDI portal
Cites work
- A continuous threshold expectile model
- A Mixed-Integer Fractional Optimization Approach to Best Subset Selection
- A smoothed least squares estimator for threshold regression models
- Adaptive estimation of the threshold point in threshold regression
- Algorithms for Generalized Clusterwise Linear Regression
- Bayesian empirical likelihood inference and order shrinkage for a hysteretic autoregressive model
- Best subset selection via a modern optimization lens
- Change-points analysis for generalized integer-valued autoregressive model via minimum description length principle
- Clusterwise linear regression
- Computing exact \(D\)-optimal designs by mixed integer second-order cone programming
- Conditional minimum density power divergence estimator for self-exciting integer-valued threshold autoregressive models
- Estimating and Testing Linear Models with Multiple Structural Changes
- Estimation and inference for multikink expectile regression with longitudinal data
- Estimation and model selection based inference in single and multiple threshold models.
- Exact computation of censored least absolute deviations estimator
- Factor-driven two-regime regression
- Least absolute value regression: recent contributions
- Least quantile regression via modern optimization
- Likelihood estimation and inference in threshold regression
- On bivariate threshold Poisson integer-valued autoregressive processes
- On the Derivation of Continuous Piecewise Linear Approximating Functions
- Optimal exact designs of experiments via mixed integer nonlinear programming
- Piecewise Linear Function Fitting via Mixed-Integer Linear Programming
- Sample Splitting and Threshold Estimation
- Statistical inference for four-regime segmented regression models
- Structural Break Estimation for Nonstationary Time Series Models
- Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model
- Threshold effects in non-dynamic panels: Estimation, testing, and inference
- Threshold models in non-linear time series analysis
This page was built for publication: Threshold regression models using mixed-integer programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7390560)
