Factor-driven two-regime regression

S Lee, Y Liao, MH Seo, Y Shin - The Annals of Statistics, 2021 - projecteuclid.org
Factor-driven two-regime regression Page 1 The Annals of Statistics 2021, Vol. 49, No. 3,
1656–1678 https://doi.org/10.1214/20-AOS2017 © Institute of Mathematical Statistics, 2021 …

Nested logistic regression models and ΔAUC applications: Change-point analysis

CY Lee - Statistical methods in medical research, 2021 - journals.sagepub.com
The area under the receiver operating characteristic curve (AUC) is one of the most popular
measures for evaluating the performance of a predictive model. In nested models, the …

[PDF][PDF] Relationship between ROA and total indebtedness by threshold regression model

S Jencova, I Petruska, M Lukacova - Montenegrin Journal of …, 2021 - researchgate.net
The profitability of firms largely depends on the extent to which firms use debt and equity in
their operations. A common factor included by researchers to determine firm profitability is …

Spatial cluster detection with threshold quantile regression

J Lee, Y Sun, H Judy Wang - Environmetrics, 2021 - Wiley Online Library
Spatial cluster detection, which is the identification of spatial units adjacent in space
associated with distinctive patterns of data of interest relative to background variation, is …

[PDF][PDF] Supplement to “Factor-driven two-regime regression.”

S Lee, Y Liao, MH Seo, Y Shin - 2021 - econweb.rutgers.edu
In this section, we establish sufficient conditions under which (β0, δ0, γ0) is identified. Recall
that the covariates xt and ft may not be directly observable in our general setup; however …

[PDF][PDF] Essays on private capital flows and real sector growth in Africa

ME Asamoah - wiredspace.wits.ac.za
ESSAYS ON PRIVATE CAPITAL FLOWS AND REAL SECTOR GROWTH IN AFRICA By
Michael Effah Asamoah A Doctoral thesis submitted to the Fac Page 1 i ESSAYS ON PRIVATE …

Ultra High Dimensional Change Point Detection

X Liu, L Zhang, Z Zhang - arXiv preprint arXiv:2106.04869, 2021 - arxiv.org
Structural breaks have been commonly seen in applications. Specifically for detection of
change points in time, research gap still remains on the setting in ultra high dimension …