Asymptotics of M-estimators in two-phase linear regression models

Estimating and Testing Linear Models with Multiple Structural Changes

Jushan Bai, Pierre Perrón · Econometrica · 1998 · 5.9K citations

Economics, Shift Detection, Finance +14

The behavior of maximum likelihood estimates under nonstandard conditions

Peter J. Huber · Project Euclid (Cornell University) · 1967 · 4.8K citations

Parameter Estimation, Engineering, Nonstandard Conditions +4

<i>The Theory of Stochastic Processes</i>

D. R. Cox, H. D. Miller, George H. Weiss et al. · Physics Today · 1966 · 3.4K citations

Engineering, Discrete Probability, Natural Sciences +13

The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes

Richard E. Quandt · Journal of the American Statistical Association · 1958 · 1K citations

Parameter Estimation, Engineering, Regression Analysis +16

An Improved Algorithm for Discrete $l_1 $ Linear Approximation

I. Barrodale, F. D. K. Roberts · SIAM Journal on Numerical Analysis · 1973 · 601 citations

Numerical Analysis, Mathematical Programming, Numerical Computation +12