Change point problems in the model of logistic regression

DOI10.1016/J.JSPI.2004.03.004MaRDI QIDQ1772676zbMATH OpenOpenAlexFDO

Authors Gregory Gurevich, Albert Vexler

Publication date 21 April 2005

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2004.03.004

zbMATH Keywords

MartingaleLogistic regressionMaximum likelihood estimationChange pointLogit

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of parametric tests (62F05) Generalized linear models (logistic models) (62J12) Sequential statistical analysis (62L10)

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Cites work

• scientific article; zbMATH DE number 3766893 (Why is no real title available?)
• scientific article; zbMATH DE number 3502628 (Why is no real title available?)
• A simple cumulative sum type statistic for the change-point problem with zero-one observations
• An application of the maximum likelihood test to the change-point problem
• Asymptotically Optimal Solutions in the Change-Point Problem
• CONTINUOUS INSPECTION SCHEMES
• Detecting a change in regression: First-order optimality
• Nonanticipating estimation applied to sequential analysis and changepoint detection
• On tests for detecting change in mean
• On the average run length to false alarm in surveillance problems which possess an invariance structure
• Probability Inequalities for Sums of Bounded Random Variables
• 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
• The power of likelihood ratio and cumulative sum tests for a change in a binomial probability

Cited in

(22)

• An extension of a change-point problem
• A hypothesis testing procedure for random changepoint mixed models
• Application of the bootstrap method for change points analysis in generalized linear models
• Change-point estimates in longitudinal binary data
• Guaranteed maximum likelihood splitting tests of a linear regression model
• A class of statistical models to weaken independence in two-way contingency tables
• An Information-Based Approach to the Change-Point Problem of the Noncentral SkewtDistribution with Applications to Stock Market Data
• Nonparametric AMOC Changepoint Tests for Stochastically Ordered Alternatives
• Detecting change in a hazard regression model with right-censoring
• A change-point problem in relative error-based regression
• Average Most Powerful Tests for a Segmented Regression
• Guaranteed testing for epidemic changes of a linear regression model
• Change point testing in logistic regression model based on empirical likelihood method
• An optimal retrospective change point detection policy
• Martingale Type Statistics Applied to Change Points Detection
• Retrospective Change Point Detection: From Parametric to Distribution Free Policies
• Estimation in a change-point hazard regression model
• Generalized linear-quadratic model with a change point due to a covariate threshold
• Screening early based on change-point test for ovarian cancer
• Change point detection for nonparametric regression under strongly mixing process
• Density-based empirical likelihood ratio change point detection policies
• Guaranteed Local Maximum Likelihood Detection of a Change Point in Nonparametric Logistic Regression

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