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Nonparametric estimation of a switching regression model - MaRDI portal

Nonparametric estimation of a switching regression model (Q2974892)

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Nonparametric estimation of a switching regression model
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    Nonparametric estimation of a switching regression model (English)
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    11 April 2017
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    high-dimensional data
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    multi-collinearity
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    principal component regression
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    nonparametric estimation
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    switching regression model
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