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Simple and multiple P-splines regression with shape constraints

✍ Scribed by Kaatje Bollaerts; Paul H. C. Eilers; Iven van Mechelen

Book ID
111778175
Publisher
John Wiley and Sons
Year
2006
Tongue
English
Weight
575 KB
Volume
59
Category
Article
ISSN
0007-1102

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Simple linear regression with multiple l
Simple linear regression with multiple level shifts
✍ Qiqi Lu; Robert B. Lund πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 French βš– 636 KB

## Abstract The authors study the properties of the ordinary least squares trend estimator in a simple linear regression model with multiple known level shift times. The error component in the model is taken to be a general short‐memory stationary time series. The authors establish the consistency