Limit theorems for change in linear regression

DOI10.1016/0047-259X(94)80004-FzbMath0806.62035OpenAlexW2045584842MaRDI QIDQ1323141

Lajos Horváth, Edit Gombay

Publication date: 16 June 1994

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(94)80004-f

zbMATH Keywords

changepointasymptotic testslimit theoremsexamplesvariance estimationmultiple linear regression modelMonte Carlo simulation study

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

Related Items

Detecting at‐Most‐m Changes in Linear Regression Models, A note on approximating distribution functions of cusum and cusumsq tests, Limit theorems for the union-intersection test, Testing for changes in linear models using weighted residuals, Change-point testing for parallel data sets with FDR control, Estimators for the Time of Change in Linear Models, Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model, Change detection in linear regression with time series errors, Change-Point Estimation in Long Memory Nonparametric Models with Applications, Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives, Monitoring Structural Changes in Generalized Linear Models, Change-point problems: bibliography and review, Estimation of multiple-regime regressions with least absolutes deviation, Detecting Changes in Linear Regressions

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