Limit theorems for change in linear regression

DOI10.1016/0047-259X(94)80004-FzbMath0806.62035OpenAlexW2045584842MaRDI QIDQ1323141

Lajos Horváth, Edit Gombay

Publication date: 16 June 1994

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

Full work available at URL: https://doi.org/10.1016/0047-259x(94)80004-f

zbMATH Keywords

changepointasymptotic testslimit theoremsexamplesvariance estimationmultiple linear regression modelMonte Carlo simulation study

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

Related Items (14)

Detecting at‐Most‐m Changes in Linear Regression Models ⋮ A note on approximating distribution functions of cusum and cusumsq tests ⋮ Limit theorems for the union-intersection test ⋮ Testing for changes in linear models using weighted residuals ⋮ Change-point testing for parallel data sets with FDR control ⋮ Estimators for the Time of Change in Linear Models ⋮ Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model ⋮ Change detection in linear regression with time series errors ⋮ Change-Point Estimation in Long Memory Nonparametric Models with Applications ⋮ Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives ⋮ Monitoring Structural Changes in Generalized Linear Models ⋮ Change-point problems: bibliography and review ⋮ Estimation of multiple-regime regressions with least absolutes deviation ⋮ Detecting Changes in Linear Regressions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A limit theorem for the maximum of normalized sums of independent random variables
• Data. A collection of problems from many fields for the student and research worker
• Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
• A u-i approach to retrospective testing for shifting parameters in a linear model
• Tests for a change-point
• The likelihood ratio test for a change-point in simple linear regression
• Crossing probabilities for a square root boundary by a bessel process
• An approximation of partial sums of independent RV's, and the sample DF. II
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• A Bivariate Test for the Detection of a Systematic Change in Mean
• Testing for a Two-Phase Multiple Regression
• The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes

This page was built for publication: Limit theorems for change in linear regression