Penalized least absolute deviations estimation for nonlinear model with change-points

DOI10.1007/s00362-009-0236-6zbMath1247.62076OpenAlexW2144206369MaRDI QIDQ451506

Gabriela Ciuperca

Publication date: 23 September 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-009-0236-6

zbMATH Keywords

Monte Carlo simulationsparametric nonlinear modelSLAD estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Monte Carlo methods (65C05)

Related Items (7)

Robust change point detection method via adaptive LAD-Lasso ⋮ Empirical likelihood test in a posteriori change-point nonlinear model ⋮ Adaptive LASSO model selection in a multiphase quantile regression ⋮ An ANOVA-type test for multiple change points ⋮ A general criterion to determine the number of change-points ⋮ Model selection by LASSO methods in a change-point model ⋮ Comments on: ``Extensions of some classical methods in change point analysis

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