Bootstrapping sequential change-point tests for linear regression

DOI10.1007/S00184-011-0347-7zbMath1362.62161OpenAlexW2049273465MaRDI QIDQ1936671

Claudia Kirch, Marie Hušková

Publication date: 6 February 2013

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-011-0347-7

zbMATH Keywords

bootstraplinear regressionchange-point analysissequential test

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Non-Markovian processes: estimation (62M09) Nonparametric statistical resampling methods (62G09) Sequential statistical analysis (62L10)

Related Items (27)

Change Detection in INARCH Time Series of Counts ⋮ A comparison of single and multiple changepoint techniques for time series data ⋮ Monitoring procedure for parameter change in causal time series ⋮ Sequential change point detection in high dimensional time series ⋮ SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET ⋮ Real-time detection of a change-point in a linear expectile model ⋮ Test by adaptive Lasso quantile method for real-time detection of a change-point ⋮ Two tests for sequential detection of a change-point in a nonlinear model ⋮ Empirical likelihood test in a posteriori change-point nonlinear model ⋮ Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression ⋮ Nuisance-parameter-free changepoint detection in non-stationary series ⋮ Change-point methods for multivariate time-series: paired vectorial observations ⋮ Changepoint in dependent and non-stationary panels ⋮ Real time change-point detection in a nonlinear quantile model ⋮ Fourier Methods for Sequential Change Point Analysis in Autoregressive Models ⋮ Monitoring test for stability of copula parameter in time series ⋮ Modified sequential change point procedures based on estimating functions ⋮ A Note on Online Change Point Detection ⋮ Extensions of some classical methods in change point analysis ⋮ Testing structural changes in panel data with small fixed panel size and bootstrap ⋮ Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models ⋮ Structural breaks in time series ⋮ Guaranteed Conditional Performance of Control Charts via Bootstrap Methods ⋮ Sequential change point detection in linear quantile regression models ⋮ Reaction times of monitoring schemes for ARMA time series ⋮ Comments on: ``Extensions of some classical methods in change point analysis ⋮ Comments on: ``Extensions of some classical methods in change point analysis

Cites Work

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• Monitoring disruptions in financial markets
• Permutation, parametric and bootstrap tests of hypotheses.
• Monitoring changes in linear models
• Change‐point monitoring in linear models
• Bootstrapping Sequential Change-Point Tests
• Applications of permutations to the simulations of critical values
• Monitoring Structural Change
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
• Permutation tests in change point analysis

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