Schwarz information criterion based tests for a change-point in regression models
type: Item
instance of: scholarly article
title: Schwarz information criterion based tests for a change-point in regression models
zbMATH Open document ID: 1247.62055
author: Konrad Nosek
published in: Statistical Papers
publication date: 2012-09-23T00:00:00Z
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 6085504
zbMATH Keywords: SIC
zbMATH Keywords: comparison of power
zbMATH Keywords: consistent tests
zbMATH Keywords: incremental exercise test
MaRDI profile type: Publication
full work available at URL: s00362-008-0186-4
OpenAlex ID: W2083645792
cites work: Q4082864
cites work: Testing and Locating Variance Changepoints with Application to Stock Prices
cites work: Q4494545
cites work: A power study ofk-linear-r-ahead recursive residuals test for change-point in finite sequences
cites work: Linear Statistical Inference and its Applications
cites work: Linear models. Least squares and alternatives
cites work: Estimating the dimension of a model
cites work: Some "Optimal" Methods to Detect Structural Shift or Outliers in Regression
DOI: 10.1007/S00362-008-0186-4
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description: scientific article; zbMATH DE number 6085504