Likelihood ratio and cumulative sum tests for a change-point in linear regression (Q1340279)
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scientific article; zbMATH DE number 701305
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood ratio and cumulative sum tests for a change-point in linear regression |
scientific article; zbMATH DE number 701305 |
Statements
Likelihood ratio and cumulative sum tests for a change-point in linear regression (English)
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1 March 1995
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p-value
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boundary crossing probability
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two-phase regression
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change in regression coefficients
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linear model
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likelihood ratio statistic
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analytic approximations
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power
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recursive residuals
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backward cusum
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cusum test
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