MOSUM monitoring for variance change in nonparametric regression models

DOI10.1080/03610918.2017.1350271OpenAlexW2726197226MaRDI QIDQ5085041

Zheng Tian, Peiyan Qi, Xifa Duan

Publication date: 29 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1350271

zbMATH Keywords

nonparametric regressionmonitoringMOSUMvariance change

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Uses Software

• SemiPar

Cites Work

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• Monitoring disruptions in financial markets
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• Monitoring changes in linear models
• Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
• Semiparametric Regression
• The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
• Ratio tests for variance change in nonparametric regression

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