Partial sum process to check regression models with multiple correlated response: with an application for testing a change-point in profile data

DOI10.1016/j.jmva.2010.08.014zbMath1327.60055OpenAlexW1970871216MaRDI QIDQ618153

Wolfgang Bischoff, Andreas Gegg

Publication date: 14 January 2011

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.08.014

zbMATH Keywords

change-point problempanel datarepeated measurementsmultiple linear regression modelmultiple residual partial sum limit processmultivariate Brownian motionprofile data

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Gaussian processes (60G15) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05)

Related Items (2)

Cumulative sum estimator for change-point in panel data ⋮ Asymptotic theory in model diagnostic for general multivariate spatial regression

Uses Software

• R

Cites Work

• The limit of the partial sums process of spatial least squares residuals
• Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
• Limit processes for sequences of partial sums of regression residuals
• A functional central limit theorem for regression models
• On variance estimation in nonparametric regression
• Estimating the Variance In Nonparametric Regression—What is a Reasonable Choice?
• K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
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