Detection of structural changes in generalized linear models

DOI10.1016/J.SPL.2004.06.028MaRDI QIDQ1771469zbMATH OpenOpenAlexFDO

Authors Jaromír Antoch, D. Jarušková, Gerard Gregoire

Publication date 21 April 2005

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2004.06.028

zbMATH Keywords

Generalized linear modelsHypotheses testingStructural changesMaximum of score statistics

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Generalized linear models (logistic models) (62J12)

Cites work

• scientific article; zbMATH DE number 47310 (Why is no real title available?)
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• A useful estimate in the multidimensional invariance principle
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• Detecting Changes in Linear Regressions
• Extremes and related properties of random sequences and processes
• Limit theorems for the union-intersection test
• Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl

Cited in

(6)

• Retrospective change detection for binary time series models
• Structural changes in autoregressive models for binary time series
• Model-robust inference for continuous threshold regression models
• Empirical likelihood test in a posteriori change-point nonlinear model
• Monitoring Structural Changes in Generalized Linear Models
• Sequential change-point detection in a multinomial logistic regression model

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Uses Software

• Fahrmeir

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