Bootstrapping sequential change-point tests for linear regression
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Recommendations
- Bootstrapping Sequential Change-Point Tests
- Bootstrap in detection of changes in linear regression
- Asymptotic and bootstrap tests for a sequential change-point of panel
- Bootstrapping the empirical distribution of a stationary process with change-point
- Bootstrap procedures for online monitoring of changes in autoregressive models
Cites work
- scientific article; zbMATH DE number 1076783 (Why is no real title available?)
- Applications of permutations to the simulations of critical values
- Bootstrapping Sequential Change-Point Tests
- Change detection in the slope parameter of a linear regression model
- Change‐point monitoring in linear models
- Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
- Monitoring Structural Change
- Monitoring changes in linear models
- Monitoring disruptions in financial markets
- Permutation tests in change point analysis
- Permutation, parametric and bootstrap tests of hypotheses.
Cited in
(36)- Two tests for sequential detection of a change-point in a nonlinear model
- Changepoint in dependent and non-stationary panels
- Modified sequential change point procedures based on estimating functions
- Application of the bootstrap method for change points analysis in generalized linear models
- Bootstrap procedures for online monitoring of changes in autoregressive models
- Testing structural changes in panel data with small fixed panel size and bootstrap
- Fourier methods for sequential change point analysis in autoregressive models
- A comparison of single and multiple changepoint techniques for time series data
- Comments on: ``Extensions of some classical methods in change point analysis
- Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio
- Change point detection using bootstrap methods
- Bootstrapping the empirical distribution of a stationary process with change-point
- Change detection in INARCH time series of counts
- Extensions of some classical methods in change point analysis
- Asymptotic and bootstrap tests for a sequential change-point of panel
- Reaction times of monitoring schemes for ARMA time series
- Structural breaks in time series
- Comments on: ``Extensions of some classical methods in change point analysis
- Bootstrapping Sequential Change-Point Tests
- Nuisance-parameter-free changepoint detection in non-stationary series
- Sequential monitoring of changes in dynamic linear models, applied to the U.S. housing market
- Sequential change point detection in high dimensional time series
- A data-driven approach to detecting change points in linear regression models
- Bootstrap in detection of changes in linear regression
- Empirical likelihood test in a posteriori change-point nonlinear model
- Bootstrap change point testing for dependent data
- Test by adaptive Lasso quantile method for real-time detection of a change-point
- Real-time detection of a change-point in a linear expectile model
- Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression
- Monitoring test for stability of copula parameter in time series
- Monitoring procedure for parameter change in causal time series
- A Note on Online Change Point Detection
- Change-point methods for multivariate time-series: paired vectorial observations
- Sequential change point detection in linear quantile regression models
- Guaranteed conditional performance of control charts via bootstrap methods
- Real time change-point detection in a nonlinear quantile model
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