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Minimum absolute deviation estimation in regression analysis

✍ Scribed by Amitava Mitra

Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
548 KB
Volume
12
Category
Article
ISSN
0360-8352

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Estimation of multiple-regime regression
Estimation of multiple-regime regressions with least absolutes deviation
✍ 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