Change point problems in the model of logistic regression
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Recommendations
- Guaranteed Local Maximum Likelihood Detection of a Change Point in Nonparametric Logistic Regression
- Change point testing in logistic regression model based on empirical likelihood method
- An extension of a change-point problem
- An application of the maximum likelihood test to the change-point problem
- The likelihood ratio test for a change-point in simple linear regression
Cites work
- 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
- scientific article; zbMATH DE number 3766893 (Why is no real title available?)
- scientific article; zbMATH DE number 3502628 (Why is no real title available?)
- 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
(25)- Detecting change in a hazard regression model with right-censoring
- Change point detection for nonparametric regression under strongly mixing process
- Generalized linear-quadratic model with a change point due to a covariate threshold
- Application of the bootstrap method for change points analysis in generalized linear models
- Estimation in a change-point hazard regression model
- Guaranteed testing for epidemic changes of a linear regression model
- Screening early based on change-point test for ovarian cancer
- An Information-Based Approach to the Change-Point Problem of the Noncentral SkewtDistribution with Applications to Stock Market Data
- Density-based empirical likelihood ratio change point detection policies
- Average Most Powerful Tests for a Segmented Regression
- An extension of a change-point problem
- Change-point estimates in longitudinal binary data
- Change point testing in logistic regression model based on empirical likelihood method
- An optimal retrospective change point detection policy
- Retrospective Change Point Detection: From Parametric to Distribution Free Policies
- Martingale Type Statistics Applied to Change Points Detection
- Guaranteed maximum likelihood splitting tests of a linear regression model
- Guaranteed Local Maximum Likelihood Detection of a Change Point in Nonparametric Logistic Regression
- Nonparametric AMOC Changepoint Tests for Stochastically Ordered Alternatives
- A class of statistical models to weaken independence in two-way contingency tables
- A hypothesis testing procedure for random changepoint mixed models
- On the modified information-based approach to the change point detection (CPD) problem under the non-central skew t distribution
- Estimating changepoints in extremal dependence, applied to aviation stock prices during COVID-19 pandemic
- The weighted sum of powers in mean for estimating a change point in linear processes with random coefficients
- A change-point problem in relative error-based regression
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