Consistent estimation in generalized broken-line regression

DOI10.1016/j.jspi.2003.09.015zbMath1076.62022OpenAlexW2055727265MaRDI QIDQ1888305

Ryan Gill, Michael Baron

Publication date: 23 November 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.09.015

zbMATH Keywords

Maximum likelihoodConsistencyChange-point problemNatural exponential familyCanonical parameterGeneralized regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Generalized linear models (logistic models) (62J12) General nonlinear regression (62J02)

Related Items (5)

Semiparametric estimation of outbreak regression ⋮ Maximum likelihood estimation in generalized broken-line regression ⋮ The LAD estimation of the change-point linear model with randomly censored data ⋮ Maximum likelihood estimator in a multi-phase random regression model ⋮ Sequential Design and Estimation in Heteroscedastic Nonparametric Regression

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Nonparametric change-point estimation
• Gradual changes versus abrupt changes.
• Testing appearance of linear trend
• The problem of the Nile: Conditional solution to a changepoint problem
• Taylor's Theorem Using the Generalized Riemann Integral
• Inference about the change-point in a sequence of random variables
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• CONTINUOUS INSPECTION SCHEMES
• Change points with linear trend for the exponential distribution

This page was built for publication: Consistent estimation in generalized broken-line regression