Change-Point Detection in Two-Phase Regression with Inequality Constraints on the Regression Parameters

DOI10.1080/03610926.2013.818697zbMath1462.62128OpenAlexW2030231611MaRDI QIDQ5419338

Konrad Nosek

Publication date: 6 June 2014

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

Full work available at URL: https://doi.org/10.1080/03610926.2013.818697

zbMATH Keywords

likelihood ratio testchange-pointtwo-phase regressionlinear regression model with inequality constraintslikelihood based estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Parametric inference under constraints (62F30)

Cites Work

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• Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration
• Ein kombiniertes Test- und Klassifikations-Problem
• Constrained Statistical Inference
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• Joint tests for zero restrictions on nonnegative regression coefficients
• The likelihood ratio test for a change-point in simple linear regression
• Straight Lines with a Change-Point: A Bayesian Analysis of Some Renal Transplant Data
• Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
• Testing for a change point in linear regression models
• Detecting Changes in Linear Regressions
• Change-point detection in a shape-restricted regression model
• One-Sided Testing Problems in Multivariate Analysis

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