Average Most Powerful Tests for a Segmented Regression

DOI10.1080/03610920802521208zbMath1170.62017OpenAlexW2029381446MaRDI QIDQ3396332

Albert Vexler, Gregory Gurevich

Publication date: 18 September 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802521208

zbMATH Keywords

likelihood ratioBayes factormaximum likelihoodlogistic regressiontype I errorchange pointsegmented regressionaverage most powerful

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Monte Carlo methods (65C05) Asymptotic properties of parametric tests (62F05)

Related Items (2)

Model‐robust inference for continuous threshold regression models ⋮ Retrospective Change Point Detection: From Parametric to Distribution Free Policies

Cites Work

• Unnamed Item
• Optimal detection of a change in distribution
• An application of the maximum likelihood test to the change-point problem
• Change point problems in the model of logistic regression
• Segmented Regression in the Presence of Covariate Measurement Error in Main Study/Validation Study Designs
• Approximation Theorems of Mathematical Statistics
• Tests for a change-point
• The Selection of Prior Distributions by Formal Rules
• Surveillance of a Simple Linear Regression
• Hypothesis Testing: From p Values to Bayes Factors
• Retrospective Parametric Tests for Homogeneity of Data
• Guaranteed Local Maximum Likelihood Detection of a Change Point in Nonparametric Logistic Regression

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