Detection of structural changes in generalized linear models

DOI10.1016/J.SPL.2004.06.028zbMath1116.62370OpenAlexW1985701909MaRDI QIDQ1771469

Daniela Jarušková, Jaromír Antoch, Gerard Gregoire

Publication date: 21 April 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.06.028

zbMATH Keywords

Generalized linear modelsHypotheses testingStructural changesMaximum of score statistics

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Generalized linear models (logistic models) (62J12)

Related Items (6)

Model‐robust inference for continuous threshold regression models ⋮ Retrospective change detection for binary time series models ⋮ Structural changes in autoregressive models for binary time series ⋮ Empirical likelihood test in a posteriori change-point nonlinear model ⋮ Sequential change-point detection in a multinomial logistic regression model ⋮ Monitoring Structural Changes in Generalized Linear Models

Uses Software

• Fahrmeir

Cites Work

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• A limit theorem for the maximum of normalized sums of independent random variables
• Extremes and related properties of random sequences and processes
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• A useful estimate in the multidimensional invariance principle
• Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
• Limit theorems for the union-intersection test
• A general law of iterated logarithm
• Detecting Changes in Linear Regressions
• A new law of the iterated logarithm in \(R^d\) with application to matrix-normalized sums of random vectors

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