Modified procedures for change point monitoring in linear models

DOI10.1016/J.MATCOM.2010.06.021zbMath1201.62073OpenAlexW2075026176MaRDI QIDQ609076

Zhanshou Chen, Zheng Tian

Publication date: 30 November 2010

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2010.06.021

zbMATH Keywords

bandwidthlinear modelaverage run lengthchange point monitoring

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Hypothesis testing in multivariate analysis (62H15) Exact distribution theory in statistics (62E15)

Related Items (9)

Sequential change point detection in high dimensional time series ⋮ Monitoring mean and variance change-points in long-memory time series ⋮ MOSUM monitoring for variance change in nonparametric regression models ⋮ Modified sequential change point procedures based on estimating functions ⋮ Ratio tests for variance change in nonparametric regression ⋮ Sequential Monitoring Variance Changes in Location Model ⋮ Sequential Monitoring for Changes in Models with a Polynomial Trend ⋮ Sequential change-point detection in a multinomial logistic regression model ⋮ A new approach for open‐end sequential change point monitoring

Cites Work

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• Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
• The Cusum Test for Parameter Change in Regression Models with ARCH Errors
• The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
• Monitoring Structural Change

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