Nonparametric estimation of a switching regression model

DOI10.1080/03610918.2014.980513zbMath1362.62088OpenAlexW2284993804MaRDI QIDQ2974892

Erniel B. Barrios, Ruffy S. Guilatco

Publication date: 11 April 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.980513

zbMATH Keywords

high-dimensional datanonparametric estimationprincipal component regressionswitching regression modelmulti-collinearity

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07)

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