Changepoint Estimation in a Segmented Linear Regression via Empirical Likelihood

DOI10.1080/03610910903312193zbMath1182.62085OpenAlexW2034906135MaRDI QIDQ5305494

Zhihua Liu, Lianfen Qian

Publication date: 22 March 2010

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

Full work available at URL: https://doi.org/10.1080/03610910903312193

zbMATH Keywords

empirical likelihood ratioGumbel extreme value distributionsegmented linear regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (4)

Likelihood ratio test change-point detection in the skew slash distribution ⋮ Composite change point estimation for bent line quantile regression ⋮ Likelihood procedure for testing changes in skew normal model with applications to stock returns ⋮ Robust change point estimation in two-phase linear regression models: an application to metabolic pathway data

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