Testing for changes in linear models using weighted residuals

DOI10.1016/j.jmva.2023.105210OpenAlexW4383216509MaRDI QIDQ6074726

Gregory Rice, Lajos Horváth, Yuqian Zhao

Publication date: 19 September 2023

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2023.105210

zbMATH Keywords

linear regressionchange point detectionweighted cumulative sums

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Multivariate analysis (62Hxx)

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