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Coefficients of determination for least absolute deviation analysis

✍ Scribed by Joseph W McKean; Gerald L Sievers


Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
449 KB
Volume
5
Category
Article
ISSN
0167-7152

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Estimation of multiple-regime regression
✍ Jushan Bai πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 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