Average Most Powerful Tests for a Segmented Regression
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Publication:3396332
DOI10.1080/03610920802521208zbMath1170.62017MaRDI QIDQ3396332
Albert Vexler, Gregory Gurevich
Publication date: 18 September 2009
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920802521208
likelihood ratio; Bayes factor; maximum likelihood; logistic regression; type I error; change point; segmented regression; average most powerful
62F03: Parametric hypothesis testing
62H15: Hypothesis testing in multivariate analysis
62F15: Bayesian inference
62J12: Generalized linear models (logistic models)
65C05: Monte Carlo methods
62F05: Asymptotic properties of parametric tests
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Model‐robust inference for continuous threshold regression models, Retrospective Change Point Detection: From Parametric to Distribution Free Policies
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