Jump or kink: note on super-efficiency in segmented linear regression break-point estimation
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More about this item
Keywords
change-point; minimax rate; Pointwise rate; Structural break;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2020-10-19 (Econometrics)
- NEP-ORE-2020-10-19 (Operations Research)
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