Penalized least absolute deviations estimation for nonlinear model with change-points
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DOI: 10.1007/s00362-009-0236-6
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Cited by:
- Gabriela Ciuperca & Zahraa Salloum, 2015. "Empirical likelihood test in a posteriori change-point nonlinear model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(8), pages 919-952, November.
- Noriah Al-Kandari & Emad-Eldin Aly, 2014. "An ANOVA-type test for multiple change points," Statistical Papers, Springer, vol. 55(4), pages 1159-1178, November.
- Kang-Ping Lu & Shao-Tung Chang, 2022. "Robust Switching Regressions Using the Laplace Distribution," Mathematics, MDPI, vol. 10(24), pages 1-24, December.
- Kang-Ping Lu & Shao-Tung Chang, 2021. "Robust Algorithms for Change-Point Regressions Using the t -Distribution," Mathematics, MDPI, vol. 9(19), pages 1-28, September.
- Qiang Li & Liming Wang, 2020. "Robust change point detection method via adaptive LAD-LASSO," Statistical Papers, Springer, vol. 61(1), pages 109-121, February.
- Ciuperca, Gabriela, 2011. "A general criterion to determine the number of change-points," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1267-1275, August.
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More about this item
Keywords
Change-point; Parametric nonlinear model; SLAD estimator; Monte Carlo simulations; 62F12; 60J02; 62F40;All these keywords.
JEL classification:
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