A note on regression kink model

DOI10.1080/03610926.2021.1890780OpenAlexW3130934349MaRDI QIDQ5046811

Jiaqi Liu, Zongyi Hu, Yi Li, Jingjing Deng

Publication date: 9 November 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2021.1890780

zbMATH Keywords

CUSUM testparameters estimationthreshold effectregression kink

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Threshold models in non-linear time series analysis
• Testing linearity against threshold effects: uniform inference in quantile regression
• A comparison of estimators for regression models with change points
• Robust inference for threshold regression models
• Composite change point estimation for bent line quantile regression
• Bent Line Quantile Regression with Application to an Allometric Study of Land Mammals' Speed and Mass
• Testing for change points due to a covariate threshold in quantile regression
• Fast Bootstrap Confidence Intervals for Continuous Threshold Linear Regression
• Limiting properties of the least squares estimator of a continuous threshold autoregressive model
• Asymptotic Statistics
• Oracle Estimation of a Change Point in High-Dimensional Quantile Regression
• Testing for Threshold Effects in Regression Models
• Model‐robust inference for continuous threshold regression models
• The Lasso for High Dimensional Regression with a Possible Change Point
• Common threshold in quantile regressions with an application to pricing for reputation
• Estimating the locations and number of change points by the sample-splitting method

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