Testing for two components in a switching regression model.
Jörn DannemannHajo HolzmannPublished in: Comput. Stat. Data Anal. (2010)
Keyphrases
- regression model
- prediction model
- linear regression model
- regression analysis
- gaussian process
- regression methods
- kernel regression
- multivariate regression
- model selection
- support vector regression
- generalized linear models
- interval valued data
- logistic regression models
- independent variables
- semi parametric
- survival analysis
- target variable
- locally weighted
- explanatory variables
- regression trees
- linear model
- cross validation
- least squares
- decision trees