Bootstrap in detection of changes in linear regression

MaRDI QIDQ3580538zbMATH OpenFDO

Authors Marie Hušková

Publication date 13 August 2010

zbMATH Keywords

structural changes\(M\)-test proceduresbootstrap with and without replacement

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09)

Recommendations

• Bootstrapping sequential change-point tests for linear regression
• Bootstrap change point testing for dependent data
• Change point detection using bootstrap methods
• Bootstrapping Sequential Change-Point Tests
• Approximations to the \(p\)-values of tests for a change-point under non-standard conditions

Cited in

(15)

• Parameter instability in quantile regression
• Application of the bootstrap method for change points analysis in generalized linear models
• Bootstrapping sequential change-point tests for linear regression
• Change point detection using bootstrap methods
• On the detection of changes in autoregressive time series. II: Resampling procedures
• Tests for structural break in quantile regressions
• Bootstrap test for change-points in nonparametric regression
• Confidence estimation via the parametric bootstrap in logistic joinpoint regression
• Testing for changes in polynomial regression
• A multi-scale approach for testing and detecting peaks in time series
• Bootstrap change point testing for dependent data
• \(M\)-procedures for detection of a change under weak dependence
• Changepoint Detection in the Presence of Outliers
• Change-point in stochastic design regression and the bootstrap
• Approximations to the \(p\)-values of tests for a change-point under non-standard conditions

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