Smooth change point estimation in regression models with random design

DOI10.1007/s10463-014-0467-8zbMath1440.62128OpenAlexW2053558401MaRDI QIDQ2351700

Maik Döring, Uwe Jensen

Publication date: 26 June 2015

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-014-0467-8

zbMATH Keywords

asymptotic distributionchange pointsregressionM-estimatesrate of consistency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items (8)

Asymmetric cusp estimation in regression models ⋮ Estimation of cusp location of stochastic processes: a survey ⋮ Estimating a gradual parameter change in an AR(1)-process ⋮ On estimation errors in optical communication and location ⋮ Detecting change structures of nonparametric regressions ⋮ On parameter estimation for cusp-type signals ⋮ Estimating change points in nonparametric time series regression models ⋮ Bayesian sieve methods: approximation rates and adaptive posterior contraction rates

Uses Software

• nlmdl

Cites Work

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• Jump and sharp cusp detection by wavelets
• A note on estimators of gradual changes
• Inference in Two-Phase Regression

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