Maximum likelihood estimator in a two-phase nonlinear random regression model

Ciuperca Gabriela

Statistics & Risk Modeling, 2004, vol. 22, issue 4, 335-349

Abstract: We consider a two-phase random design nonlinear regression model, the regression function is discontinuous at the change-point. The errors ∊ are arbitrary, with E(∊) = 0 and E(∊2)

Date: 2004
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DOI: 10.1524/stnd.22.4.335.64312

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