Change Point Estimation in Regression Models with Fixed Design
From MaRDI portal
Publication:4562200
DOI10.1007/978-0-8176-4971-5_15zbMath1407.62104OpenAlexW11486717MaRDI QIDQ4562200
Publication date: 18 December 2018
Published in: Mathematical and Statistical Models and Methods in Reliability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-0-8176-4971-5_15
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Survival and event history analysis. A process point of view
- Change-points in nonparametric regression analysis
- Two-stage change-point estimators in smooth regression models
- Estimation in a Cox regression model with a change-point according to a threshold in a covariate
- Nonparametric quasi-likelihood
- Change-point estimation under adaptive sampling
- Introduction to empirical processes and semiparametric inference
- Dynamic regression models for survival data.
- Asymptotics of M-estimators in two-phase linear regression models.
- Inference under right censoring for transformation models with a change-point based on a covariate threshold
- Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
- Asymptotic Statistics
- Nonparametric estimation of a discontinuity in regression
- A continuous mapping theorem for the argmax‐functional in the non‐unique case
- Exponential and polynomial tailbounds for change-point estimators
- A Cox-type regression model with change-points in the covariates