A u-i approach to retrospective testing for shifting parameters in a linear model

DOI10.1080/03610928908830081zbMath0696.62287OpenAlexW2067301190MaRDI QIDQ3474071

Doyle L. Hawkins

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1080/03610928908830081

zbMATH Keywords

Weak convergencechange-pointunion-intersection principlestandardized tied-down Bessel process

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items (14)

Limit theorems for the union-intersection test ⋮ Modified information criterion for linear regression change-point model with its applications ⋮ Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model ⋮ Serial rank statistics for detection of changes. ⋮ Unnamed Item ⋮ Detecting changes in linear regression models with skew normal errors ⋮ DEVELOPING TIME-BASED CLUSTERING NEURAL NETWORKS TO USE CHANGE-POINT DETECTION: APPLICATION TO FINANCIAL TIME SERIES ⋮ Change-point detection in long-memory processes ⋮ Testing constancy in varying coefficient models ⋮ Testing for changes in polynomial regression ⋮ Testing for changes in multivariate dependent observations with an application to temperature changes ⋮ Change-point problems: bibliography and review ⋮ Testing for a change point in linear regression models ⋮ Limit theorems for change in linear regression

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