Parcourir l'index des titres "Nonparametric estimation of the density of a change-point"
Voici les éléments 1-1 de 1
-
Nonparametric estimation of the density of a change-point
(Université de Montréal. Département de sciences économiques, 2024-01)The paper considers a panel model where the regression coe¢ cients undergo changes at an unknown time point, di§erentfor each series. The timings of changes are assumed to be independent, identically distributed, and drawn from some com-mon distribution, ...