Modified information criterion for linear regression change-point model with its applications
From MaRDI portal
Publication:5083971
DOI10.1080/03610918.2018.1554109zbMath1489.62195OpenAlexW2911966081MaRDI QIDQ5083971
Doaa Basalamah, Wei Ning, Khamis K. Said, Yu-Bin Tian
Publication date: 21 June 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2018.1554109
Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Detecting shifts in functions of multivariate location and covariance parameters
- Information Approach for the Change-Point Detection in the Skew Normal Distribution and Its Applications
- Parametric Statistical Change Point Analysis
- A test for a change in a parameter occurring at an unknown point
- 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
- Some Bayesian Inferences for a Changing Linear Model
- A Bayesian Analysis of a Switching Regression Model: Known Number of Regimes
- Testing for a change point in linear regression models
- Testing and Locating Variance Changepoints with Application to Stock Prices
- Change-point analysis with bathtub shape for the exponential distribution
- On Detecting Changes in the Mean of Normal Variates
- Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
- The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
- CONTINUOUS INSPECTION SCHEMES
This page was built for publication: Modified information criterion for linear regression change-point model with its applications
