  This paper considers a nonlinear quantile model with change-points. The
quantile estimation method, which as a particular case includes median model,
is more robust with respect to other traditional methods when model errors
contain outliers. Under relatively weak assumptions, the convergence rate and
asymptotic distribution of change-point and of regression parameter estimators
are obtained. Numerical study by Monte Carlo simulations shows the performance
of the proposed method for nonlinear model with change-points.
