352 citations · 680 across the 21 of their papers we have counts for
Showing math.STShow all
3 papers · 1 filter
math.ST2017★ 62 cited
Robust inference for threshold regression models
Javier Hidalgo, Jungyoon Lee, Myung Hwan Seo
This paper is concerned with inference in threshold regression models when the practitioners do not know whether at the threshold point the true specification has a kink or a jump.…
math.ST2016★ 27 cited
Local M-estimation with Discontinuous Criterion for Dependent and Limited Observations
Myung Hwan Seo, Taisuke Otsu
This paper examines asymptotic properties of local M-estimators under three sets of high-level conditions. These conditions are sufficiently general to cover the minimum volume pre…
math.ST2012★ 111 cited
The Lasso for High-Dimensional Regression with a Possible Change-Point
Sokbae Lee, Myung Hwan Seo, Youngki Shin
We consider a high-dimensional regression model with a possible change-point due to a covariate threshold and develop the Lasso estimator of regression coefficients as well as the…