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Title of Journal: Ann Inst Stat Math

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Abbravation: Annals of the Institute of Statistical Mathematics

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Springer-Verlag

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DOI

10.1016/0022-3093(86)90142-0

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1572-9052

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Estimating nonlinear regression with and without c

Authors: Gabriela Ciuperca
Publish Date: 2009/07/28
Volume: 63, Issue: 4, Pages: 717-743
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Abstract

The paper considers the least absolute deviations estimator in a nonlinear parametric regression The interest of the LAD method is its robustness with respect to other traditional methods when the errors of model contain outliers First in the absence of changepoints the convergence rate of estimated parameters is found For a model with changepoints in the case when the number of jumps is known the convergence rate and the asymptotic distribution of estimators are obtained Particularly it is shown that the changepoints estimator converges weakly to the minimizer of given random process Next when the number of jumps is unknown its consistent estimator is proposed via the modified Schwarz criterion

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  1. Smoothing algorithms for state–space models
  2. Maximum likelihood estimation in the proportional hazards cure model
  3. Conditional independence, conditional mixing and conditional association
  4. Two-step estimation procedures for inhomogeneous shot-noise Cox processes
  5. Estimating the intensity of a cyclic Poisson process in the presence of linear trend
  6. Recursive equations in finite Markov chain imbedding
  7. Full likelihood inferences in the Cox model: an empirical likelihood approach
  8. Connectedness of PBIB designs having asymmetrical association schemes
  9. Limiting size index distributions for ball-bin models with Zipf-type frequencies
  10. Higher-order accurate polyspectral estimation with flat-top lag-windows
  11. A class of rank-based test for left-truncated and right-censored data
  12. Local c - and E -optimal Designs for Exponential Regression Models
  13. A characterization of limiting distributions of estimators in an autoregressive process
  14. Jump-Preserving Regression and Smoothing using Local Linear Fitting: A Compromise
  15. Yates type estimators of a common mean
  16. On sum of 0–1 random variables I. Univariate case
  17. Nonparametric estimators of the survival function with twice censored data
  18. Testing Homogeneity in Weibull Error in Variables Models
  19. Goodness of fit test for ergodic diffusion processes
  20. Proportional odds frailty model and stochastic comparisons
  21. Multiplicity distributions in a two-component branching process
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