The LAD estimation of the change-point linear model with randomly censored data

DOI10.1080/03610926.2013.827720zbMath1381.62232OpenAlexW2050040886MaRDI QIDQ2807696

Linjun Tang, Zhan-Gong Zhou, Chang-Chun Wu

Publication date: 25 May 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.827720

zbMATH Keywords

linear modelrandom censoringchange-pointLAD

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Censored data models (62N01)

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Cites Work

• The Adaptive Lasso and Its Oracle Properties
• Weighted composite quantile estimation and variable selection method for censored regression model
• Estimating nonlinear regression with and without change-points by the LAD method
• A genetic method of LAD estimation for models with censored data
• The M-estimation in a multi-phase random nonlinear model
• Least absolute deviations estimation for the censored regression model
• Asymptotics of maximum likelihood estimator in a two-phase linear regression model
• Consistent estimation in generalized broken-line regression
• LAD variable selection for linear models with randomly censored data
• Change-point estimation for censored regression model
• LAD estimation for nonlinear regression models with randomly censored data
• Maximum likelihood estimator in a two-phase nonlinear random regression model
• Median Regression with Censored Cost Data
• Maximum likelihood estimator in a multi-phase random regression model
• Estimating and Testing Linear Models with Multiple Structural Changes
• Locally Weighted Censored Quantile Regression

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