Schwarz information criterion based tests for a change-point in regression models
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Publication:451464
DOI10.1007/s00362-008-0186-4zbMath1247.62055OpenAlexW2083645792MaRDI QIDQ451464
Publication date: 23 September 2012
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-008-0186-4
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Related Items (4)
Two tests for sequential detection of a change-point in a nonlinear model ⋮ Empirical likelihood test in a posteriori change-point nonlinear model ⋮ Adaptive LASSO model selection in a multiphase quantile regression ⋮ Change-point detection in a shape-restricted regression model
Cites Work
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- Linear models. Least squares and alternatives
- A power study ofk-linear-r-ahead recursive residuals test for change-point in finite sequences
- Some "Optimal" Methods to Detect Structural Shift or Outliers in Regression
- Testing and Locating Variance Changepoints with Application to Stock Prices
- Linear Statistical Inference and its Applications
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