Change point problems in the model of logistic regression

DOI10.1016/J.JSPI.2004.03.004zbMath1061.62029OpenAlexW2052728190MaRDI QIDQ1772676

Gregory Gurevich, Albert Vexler

Publication date: 21 April 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.03.004

zbMATH Keywords

Maximum likelihood estimationMartingaleChange pointLogistic regressionLogit

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12) Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05)

Related Items (17)

An Information-Based Approach to the Change-Point Problem of the Noncentral SkewtDistribution with Applications to Stock Market Data ⋮ A class of statistical models to weaken independence in two-way contingency tables ⋮ A change-point problem in relative error-based regression ⋮ Change point detection for nonparametric regression under strongly mixing process ⋮ An Optimal Retrospective Change Point Detection Policy ⋮ Retrospective Change Point Detection: From Parametric to Distribution Free Policies ⋮ Guaranteed maximum likelihood splitting tests of a linear regression model ⋮ Estimation in a change-point hazard regression model ⋮ Guaranteed testing for epidemic changes of a linear regression model ⋮ Density-Based Empirical Likelihood Ratio Change Point Detection Policies ⋮ Detecting change in a hazard regression model with right-censoring ⋮ Martingale Type Statistics Applied to Change Points Detection ⋮ Average Most Powerful Tests for a Segmented Regression ⋮ An extension of a change-point problem ⋮ Guaranteed Local Maximum Likelihood Detection of a Change Point in Nonparametric Logistic Regression ⋮ Nonparametric AMOC Changepoint Tests for Stochastically Ordered Alternatives ⋮ Application of the bootstrap method for change points analysis in generalized linear models

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