Testing for Threshold Effects in Regression Models
Lee, Sokbae, Seo, Myung Hwan, Shin, Youngki
Published in Journal of the American Statistical Association (01.03.2011)
Published in Journal of the American Statistical Association (01.03.2011)
Get full text
Journal Article
Oracle Estimation of a Change Point in High-Dimensional Quantile Regression
Lee, Sokbae, Liao, Yuan, Seo, Myung Hwan, Shin, Youngki
Published in Journal of the American Statistical Association (03.07.2018)
Published in Journal of the American Statistical Association (03.07.2018)
Get full text
Journal Article
SGMM: Stochastic Approximation to Generalized Method of Moments
Chen, Xiaohong, Lee, Sokbae, Liao, Yuan, Seo, Myung Hwan, Shin, Youngki, Song, Myunghyun
Published in arXiv.org (30.10.2023)
Get full text
Published in arXiv.org (30.10.2023)
Paper
Oracle Estimation of a Change Point in High Dimensional Quantile Regression
Get full text
Paper
Journal Article
The Lasso for High-Dimensional Regression with a Possible Change-Point
Get full text
Paper
Journal Article