Adaptive estimation of the threshold point in threshold regression (Q496148)

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scientific article; zbMATH DE number 6483273
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Adaptive estimation of the threshold point in threshold regression
scientific article; zbMATH DE number 6483273

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    Adaptive estimation of the threshold point in threshold regression (English)
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    18 September 2015
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    nonregular model
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    threshold regression
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    semiparametric efficiency
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    adaptive estimation
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    semiparametric empirical Bayes
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    middle-point LSE
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    nonparametric posterior interval
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    curse of dimensionality
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    additively separable loss function
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    compound Poisson process
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