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Fuzzy regression using least absolute deviation estimators

✍ Scribed by Seung Hoe Choi; James J. Buckley


Publisher
Springer
Year
2007
Tongue
English
Weight
153 KB
Volume
12
Category
Article
ISSN
1432-7643

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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