A power study ofk-linear-r-ahead recursive residuals test for change-point in finite sequences

DOI10.1080/00949650701588473zbMath1169.62009OpenAlexW2153682776MaRDI QIDQ3615037

Zbigniew Szkutnik, Konrad Nosek

Publication date: 17 March 2009

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650701588473

zbMATH Keywords

tableschange-point problemrecursive residualsconsistent testincremental exercise test

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Parametric hypothesis testing (62F03)

Related Items (3)

Schwarz information criterion based tests for a change-point in regression models ⋮ Change-point detection in a shape-restricted regression model ⋮ Change-Point Detection in Two-Phase Regression with Inequality Constraints on the Regression Parameters

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Nonparametric change-point estimation
• Testing for structural change in conditional models
• Detecting a change in regression: First-order optimality
• Linear models. Least squares and alternatives
• A Review of the Development and Application of Recursive Residuals in Linear Models
• Tests for a change-point
• Linear Statistical Inference and its Applications

This page was built for publication: A power study ofk-linear-r-ahead recursive residuals test for change-point in finite sequences