Guaranteed testing for epidemic changes of a linear regression model

DOI10.1016/j.jspi.2004.11.010zbMath1094.62100OpenAlexW2077735966MaRDI QIDQ2498761

Albert Vexler

Publication date: 16 August 2006

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.11.010

zbMATH Keywords

maximum likelihoodchange pointepidemic alternativeinvariant statisticsmartingale structuresegmented linear regressioncusum statisticsShiryayev-Roberts statistics

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Monte Carlo methods (65C05) Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05)

Related Items

The CUSUM statistics of change-point models based on dependent sequences, False discovery rate approach to dynamic change detection, A simple empirical likelihood ratio test for normality based on the moment constraints of a half-normal distribution, An Optimal Retrospective Change Point Detection Policy, Retrospective Change Point Detection: From Parametric to Distribution Free Policies, Density-Based Empirical Likelihood Ratio Change Point Detection Policies, Martingale Type Statistics Applied to Change Points Detection, An extension of a change-point problem, Multivariate piecewise joint models with random change-points for skewed-longitudinal and survival data

Uses Software

• strucchange

Cites Work

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