Likelihood ratio and cumulative sum tests for a change-point in linear regression

DOI10.1006/jmva.1994.1049zbMath0807.62019OpenAlexW2092285909MaRDI QIDQ1340279

Hyune-Ju Kim

Publication date: 1 March 1995

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

Full work available at URL: https://doi.org/10.1006/jmva.1994.1049

zbMATH Keywords

linear modelpowerlikelihood ratio statisticrecursive residualsboundary crossing probabilityp-valuecusum testtwo-phase regressionanalytic approximationsbackward cusumchange in regression coefficients

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Asymptotic properties of parametric tests (62F05)

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Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model ⋮ A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process ⋮ Detection of multiple changes in a sequence of dependent variables ⋮ Change-point problems: bibliography and review