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Clusterwise linear least absolute deviations regression

✍ Scribed by H. Späth


Publisher
Springer Vienna
Year
1986
Tongue
English
Weight
268 KB
Volume
37
Category
Article
ISSN
0010-485X

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Estimation of multiple-regime regression
✍ Jushan Bai 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 227 KB

This paper considers least absolute deviations estimation of a regression model with multiple change points occurring at unknown times. Some asymptotic results, including rates of convergence and asymptotic distributions, for the estimated change points and the estimated regression coe cient are der