Guaranteed Local Maximum Likelihood Detection of a Change Point in Nonparametric Logistic Regression

DOI10.1080/03610920500498923zbMath1093.62047OpenAlexW2149933193MaRDI QIDQ5484662

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Publication date: 21 August 2006

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

Full work available at URL: https://doi.org/10.1080/03610920500498923

zbMATH Keywords

martingalelocal maximum likelihoodchange pointnonparametric logistic regressionthreshold limit value

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05)

Related Items

Model‐robust inference for continuous threshold regression models ⋮ Martingale Type Statistics Applied to Change Points Detection ⋮ Average Most Powerful Tests for a Segmented Regression

Cites Work

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• Local Maximum Likelihood Estimation and Inference
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• Probability Inequalities for Sums of Bounded Random Variables