Optimal method in multiple regression with structural changes
Work
Year: 2015
Type: article
Abstract: In this paper, we consider an estimation problem of the regression coefficients in multiple regression models with several unknown change-points. Under some realistic assumptions, we propose a class o... more
Source: Bernoulli
Authors Fuqi Chen, Sévérien Nkurunziza
Institution University of Windsor
Cites: 24
Cited by: 15
Related to: 10
FWCI: 2.716
Citation percentile (by year/subfield): 82.12
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: hybrid