Estimating nonlinear regression with and without change-points by the LAD method

DOI10.1007/s10463-009-0256-yzbMath1230.62089OpenAlexW1964017605MaRDI QIDQ652600

Gabriela Ciuperca

Publication date: 14 December 2011

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-009-0256-y

zbMATH Keywords

asymptotic propertiesparametric model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02)

Related Items (10)

Asymmetric cusp estimation in regression models ⋮ Penalized least absolute deviations estimation for nonlinear model with change-points ⋮ Robust algorithms for multiphase regression models ⋮ A general criterion to determine the number of change-points ⋮ The LAD estimation of the change-point linear model with randomly censored data ⋮ Model selection by LASSO methods in a change-point model ⋮ A Bayesian wavelet approach to estimation of a change-point in a nonlinear multivariate time series ⋮ Empirical likelihood for nonlinear models with missing responses ⋮ Estimators in step regression models ⋮ Comments on: ``Extensions of some classical methods in change point analysis

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Detection of multiple changes in a sequence of dependent variables
• Strong consistency and exponential rate of the ``minimum \(L_ 1\)-norm estimates in linear regression models
• On the detection of changes in autoregressive time series. I: Asymptotics.
• Estimating the number of change-points via Schwarz' criterion
• Testing that a Gaussian process is stationary
• Strong representations for LAD estimators in linear models
• Consistency of an estimator of the number of changes in binomial observations
• The consistency of nonlinear regression minimizing the \(L_ 1-\)norm
• Estimation of multiple-regime regressions with least absolutes deviation
• Monitoring changes in linear models
• Optimal changepoint tests for normal linear regression
• CALCULATION METHOD FOR NONLINEAR DYNAMIC LEAST-ABSOLUTE DEVIATIONS ESTIMATOR
• Detection of change points using rank methods
• Rank tests for changepoint problems
• Estimators for the Time of Change in Linear Models
• Estimating and Testing Linear Models with Multiple Structural Changes
• Least absolute value regression: recent contributions
• An estimator of the number of change points based on a weak invariance principle

This page was built for publication: Estimating nonlinear regression with and without change-points by the LAD method