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Robust bent line regression (Q514183)

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scientific article

Language	Label	Description	Also known as
English	Robust bent line regression	scientific article

Statements

scholarly article

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Robust bent line regression (English)

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Journal of Statistical Planning and Inference

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publication date

28 February 2017

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full work available at URL

https://arxiv.org/abs/1606.02234

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http://europepmc.org/articles/pmc5605190

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zbMATH Keywords

bent line regression

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change point

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robust estimation

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rank-based regression

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weighted CUSUM test

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Tests for Parameter Instability and Structural Change With Unknown Change Point

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Segmented Model Selection in Quantile Regression Using the Minimum Description Length Principle

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Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach

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Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model

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Testing for Regime Switching

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Model selection by LASSO methods in a change-point model

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On asymptotic distribution theory in segmented regression problems - identified case

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Wild binary segmentation for multiple change-point detection

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Fitting Segmented Polynomial Regression Models Whose Join Points have to be Estimated

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Sample Criteria for Testing Outlying Observations

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Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

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A Lack-of-Fit Test for Quantile Regression

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Robust Nonparametric Statistical Methods

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Inference about the intersection in two-phase regression

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Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals

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Nonparametric Estimate of Regression Coefficients

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Inference under right censoring for transformation models with a change-point based on a covariate threshold

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Using penalized contrasts for the change-point problem

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Testing for Threshold Effects in Regression Models

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Bent Line Quantile Regression with Application to an Allometric Study of Land Mammals' Speed and Mass

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The Cusum Test with Ols Residuals

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Convergence of stochastic processes

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Testing for structural change in regression quantiles

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The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes

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Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes

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Some Hypotheses Concerning Two Phase Regression Lines

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Nonparametric model checks for regression

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Testing for change points due to a covariate threshold in quantile regression

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.JSPI.2017.01.001

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Sitelinks

Mathematics(1 entry)

mardi Publication:514183

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