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- W2963674564 abstract "This paper considers a non linear quantile model with change-points. The quantile estimation method, which as a particular case includes median model, is more robust with respect to other traditional methods when model errors contain outliers. Under relatively weak assumptions, the convergence rate and asymptotic distribution of change-point and of regression parameter estimators are obtained. Numerical study by Monte Carlo simulations shows the performance of the proposed method for non linear model with change-points." @default.
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- W2963674564 date "2016-06-16" @default.
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- W2963674564 title "Estimation in a change-point non linear quantile model" @default.
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- W2963674564 doi "https://doi.org/10.1080/03610926.2015.1116576" @default.
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