## 16 Citations

### Bent line quantile regression via a smoothing technique

- MathematicsStat. Anal. Data Min.
- 2020

A bent line quantile regression model can describe the conditional quantile function of the response variable with two different straight lines, which intersect at an unknown change point. This paper…

### Robust continuous piecewise linear regression model with multiple change points

- MathematicsThe Journal of Supercomputing
- 2018

This paper uses the LARS algorithm via generalized BIC to refine the candidate threshold estimates and obtain the ultimate estimators, which are less sensitive to outliers and heavy-tailed data, and therefore achieves robustness.

### Real-time detection of a change-point in a linear expectile model

- MathematicsStatistical Papers
- 2022

In the present paper we address the real-time detection problem of a change-point in the coefficients of a linear model with the possibility that the model errors are asymmetrical and that the…

### Robust Algorithms for Change-Point Regressions Using the t-Distribution

- Computer ScienceMathematics
- 2021

A modified version of the proposed EMT and FCT, which fits the t change-point regression model to the data after moderately pruning high leverage points, is introduced, and the preference of the t-based approach over normal-based methods for better robustness and computational efficiency is demonstrated.

### Estimation and inference for multikink expectile regression with longitudinal data

- MathematicsStatistics in medicine
- 2021

In this article, parameter estimation, kink points testing and statistical inference for a longitudinal multikink expectile regression model is investigated and the number selection consistency of kinks points and the asymptotic normality of all estimators are demonstrated.

### SUGGESTING MULTIPHASE REGRESSION MODEL ESTIMATION WITH SOME THRESHOLD POINT

- Mathematics, Computer ScienceJOURNAL OF MECHANICS OF CONTINUA AND MATHEMATICAL SCIENCES
- 2020

The main goal of this paper is to suggest a new hybrid estimator obtained by an ad-hoc algorithm which relies on data driven strategy that overcomes outliers and introduces a new employment of an unweighted estimation method named "winsorization" which is a good method to get robustness in regression estimation via special technique to reduce the effect of the outliers.

### NEW ROBUST ESTIMATOR OF CHANGE POINT IN SEGMENTED REGRESSION MODEL FOR BED-LOAD OF RIVERS

- MathematicsJOURNAL OF MECHANICS OF CONTINUA AND MATHEMATICAL SCIENCES
- 2019

Segmentation has vital employment in regression analysis where data have some change point. Traditional estimation methods such as Hudson, D.J.;(1966) and Muggeo, V. M., (2003)have been reviewed .…

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We propose an omnibus lack-of-fit test for linear or nonlinear quantile regression based on a cusum process of the gradient vector. The test does not involve nonparametric smoothing but is consistent…

### Testing for Threshold Effects in Regression Models

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In this article, we develop a general method for testing threshold effects in regression models, using sup-likelihood-ratio (LR)-type statistics. Although the sup-LR-type test statistic has been…

### FURTHER DETAILS ON INFERENCE UNDER RIGHT CENSORING FOR TRANSFORMATION MODELS WITH A CHANGE-POINT BASED ON A COVARIATE THRESHOLD

- Mathematics
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We consider linear transformation models applied to right censored survival data with a change-point based on a covariate threshold. We establish consistency and weak convergence of the nonparametric…

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It is shown that, under some conditions, the number of change-points selected by the permutation procedure is consistent and compared with such information-based criterior as the Bayesian Information Criteria, the Akaike Information Criterion, and Generalized Cross Validation.

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A linear regression model with multiple change-points occurring at unknown times and the LASSO technique, which allows simultaneously the parametric estimation, including the change- points estimation, and the automatic variable selection is considered.

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- Mathematics
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We develop a new procedure for testing change points due to a covariate threshold in regression quantiles. The proposed test is based on the CUSUM of the subgradient of the quantile objective…

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- Mathematics
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Abstract In attempting to estimate the parameters of a linear regression system obeying two separate regimes, it is necessary first to estimate the position of the point in time at which the switch…

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### Estimating regression models with unknown break‐points

- MathematicsStatistics in medicine
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This paper deals with fitting piecewise terms in regression models where one or more break‐points are true parameters of the model. For estimation, a simple linearization technique is called for,…

### Testing for Structural Change in Regression Quantiles

- Mathematics
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Most studies in the structural change literature focus solely on the conditional mean, while under various circumstances, structural change in the conditional distribution or in conditional quantiles…