Abstract
For the breakpoint parameter in segmented regression we consider confidence intervalsbased on the score statistic. Due to unsmoothness of the score, we propose to build the confidenceintervals using its smoothed version under proper shape restrictions. Some simulations are presented to assess the finite sample performance of the proposed approach.
| Original language | English |
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| Pages | 227-232 |
| Number of pages | 6 |
| Publication status | Published - 2012 |