Change-point estimator in continuous quadratic regression
Commentationes Mathematicae Universitatis Carolinae (2001)
- Volume: 42, Issue: 4, page 741-752
- ISSN: 0010-2628
Access Full Article
top
Abstract
topHow to cite
topJarušková, Daniela. "Change-point estimator in continuous quadratic regression." Commentationes Mathematicae Universitatis Carolinae 42.4 (2001): 741-752. <http://eudml.org/doc/248811>.
@article{Jarušková2001,
abstract = {The paper deals with the asymptotic distribution of the least squares estimator of a change point in a regression model where the regression function has two phases --- the first linear and the second quadratic. In the case when the linear coefficient after change is non-zero the limit distribution of the change point estimator is normal whereas it is non-normal if the linear coefficient is zero.},
author = {Jarušková, Daniela},
journal = {Commentationes Mathematicae Universitatis Carolinae},
keywords = {change-point estimator; nonlinear regression; limit distribution; change-point estimator; nonlinear regression; limit distribution},
language = {eng},
number = {4},
pages = {741-752},
publisher = {Charles University in Prague, Faculty of Mathematics and Physics},
title = {Change-point estimator in continuous quadratic regression},
url = {http://eudml.org/doc/248811},
volume = {42},
year = {2001},
}
TY - JOUR
AU - Jarušková, Daniela
TI - Change-point estimator in continuous quadratic regression
JO - Commentationes Mathematicae Universitatis Carolinae
PY - 2001
PB - Charles University in Prague, Faculty of Mathematics and Physics
VL - 42
IS - 4
SP - 741
EP - 752
AB - The paper deals with the asymptotic distribution of the least squares estimator of a change point in a regression model where the regression function has two phases --- the first linear and the second quadratic. In the case when the linear coefficient after change is non-zero the limit distribution of the change point estimator is normal whereas it is non-normal if the linear coefficient is zero.
LA - eng
KW - change-point estimator; nonlinear regression; limit distribution; change-point estimator; nonlinear regression; limit distribution
UR - http://eudml.org/doc/248811
ER -
References
top- Bhattacharya P.K., Weak convergence of the log-likelihood process in two-phase linear regression problem, Proceedings of the R.C. Bose Symposium on Probability, Statistics and Design of Experiments 145-156 (1990). (1990)
- Feder P.I., On asymptotic distribution theory in segmented regression problems - identified case, The Annals of Statistics 3 49-83 (1975). (1975) Zbl0324.62014MR0378267
- Hinkley D., Inference about the intersection in two-phase regression, Biometrika 56 495-504 (1969). (1969) Zbl0183.48505
- Hušková M., Estimation in location model with gradual changes, Comment. Math. Univ. Carolinae 39 147-157 (1998). (1998) MR1623002
- Hušková M., Gradual changes versus abrupt changes, Journal of Statistical Planning and Inference 76 109-125 (1999). (1999) MR1673343
- Jarušková D., Change-point estimator in gradually changing sequences, Comment. Math. Univ. Carolinae 39 551-561 (1998). (1998) MR1666790
- Seber G.A.F., Wild C.J., Nonlinear Regression, John Wiley New York (1989). (1989) Zbl0721.62062MR0986070
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.