Likelihood estimation and inference in threshold regression (Q738152)
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scientific article; zbMATH DE number 6617061
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood estimation and inference in threshold regression |
scientific article; zbMATH DE number 6617061 |
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Likelihood estimation and inference in threshold regression (English)
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15 August 2016
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threshold regression
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structural change
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nonregular models
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boundary
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efficiency bounds
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Bayes
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middle-point MLE
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compound Poisson process
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Wiener-Hopf equation
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local asymptotic minimax
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credible set
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