Guaranteed Local Maximum Likelihood Detection of a Change Point in Nonparametric Logistic Regression

DOI10.1080/03610920500498923zbMath1093.62047OpenAlexW2149933193MaRDI QIDQ5484662

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Publication date: 21 August 2006

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920500498923

zbMATH Keywords

martingalelocal maximum likelihoodchange pointnonparametric logistic regressionthreshold limit value

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05)

Related Items (3)

Model‐robust inference for continuous threshold regression models ⋮ Martingale Type Statistics Applied to Change Points Detection ⋮ Average Most Powerful Tests for a Segmented Regression

Cites Work

• Unnamed Item
• On tests for detecting change in mean
• An application of the maximum likelihood test to the change-point problem
• Detecting a change in regression: First-order optimality
• Change point problems in the model of logistic regression
• Nonanticipating estimation applied to sequential analysis and changepoint detection
• Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
• The likelihood ratio test for a change-point in simple linear regression
• A simple cumulative sum type statistic for the change-point problem with zero-one observations
• Local Maximum Likelihood Estimation and Inference
• Asymptotically Optimal Solutions in the Change-Point Problem
• Probability Inequalities for Sums of Bounded Random Variables

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