Testing for a change point in linear regression models

DOI10.1080/03610929808832238zbMath0926.62011OpenAlexW2096258098MaRDI QIDQ4216799

Jie Chen

Publication date: 28 November 1999

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

Full work available at URL: https://doi.org/10.1080/03610929808832238

zbMATH Keywords

change pointSICSchwarz information criterion

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

Related Items (15)

Detection of a change-point in Student-\(t\) linear regression models ⋮ ON CHANGE POINT DETECTION AND ESTIMATION ⋮ Likelihood ratio test change-point detection in the skew slash distribution ⋮ Unnamed Item ⋮ Changepoint Estimation in a Segmented Linear Regression via Empirical Likelihood ⋮ Modified information criterion for linear regression change-point model with its applications ⋮ Asymptotically distribution free test for parameter change in a diffusion process model ⋮ Unnamed Item ⋮ Partially linear models and their applications to change point detection of chemical process data ⋮ Detecting changes in linear regression models with skew normal errors ⋮ Robust variable selection and estimation in threshold regression model ⋮ Change-Point Detection in Two-Phase Regression with Inequality Constraints on the Regression Parameters ⋮ Detecting change points in polynomial regression models with an application to cable data sets ⋮ Robust mean change-point detecting through Laplace linear regression using EM algorithm ⋮ Active mode recognition of dynamic systems

Cites Work

• Estimating the dimension of a model
• Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
• A u-i approach to retrospective testing for shifting parameters in a linear model
• Likelihood Ratio Tests for a Change in the Multivariate Normal Mean
• Some Bayesian Inferences for a Changing Linear Model
• A Bayesian Analysis of a Switching Regression Model: Known Number of Regimes
• Testing and Locating Variance Changepoints with Application to Stock Prices
• Likelihood procedure for testing change point hypothesis for multivariate Gaussian model
• The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes

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