Tests for parameter changes at unknown times in linear regression models

DOI10.1016/0378-3758(91)90043-EzbMath0736.62059OpenAlexW2042730065MaRDI QIDQ1174646

Venkata K. Jandhyala, Ian B. MacNeill

Publication date: 25 June 1992

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(91)90043-e

zbMATH Keywords

likelihood ratio statisticsimulation studychangepoint problemfrequentist interpretationtwo-sided alternativesAIDS dataprior distribution on nuisance parameterstesting for self consistencyunconditional likelihood functions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Bayesian inference (62F15)

Related Items (18)

Distributions of Bayes-type change-point statistics under polynomial regression ⋮ A property of partial sums of regression least squares residuals and its applications ⋮ Detecting a change in the intercept in multiple regression ⋮ Eigenvalues of a Fredholm integral operator and applications to problems of statistical inference ⋮ Effect of dependence on statistics for determination of change ⋮ Bayesian criteria for discriminating among regression models with one possible change point ⋮ Confidence estimation via the parametric bootstrap in logistic joinpoint regression ⋮ Optimal changepoint tests for normal linear regression ⋮ A Note on Signed Rank Tests for the Changepoint Problem ⋮ Change-point problem and bootstrap ⋮ Test for parameter change in stochastic processes based on conditional least-squares estimator ⋮ Moving estimates test with time varying bandwidth ⋮ Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives ⋮ A functional central limit theorem for regression models ⋮ Bayesian Estimation of the Number of Change Points in Simple Linear Regression Models ⋮ Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times ⋮ Inference for single and multiple change-points in time series ⋮ Detecting Changes in Linear Regressions

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• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
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