Guaranteed Local Maximum Likelihood Detection of a Change Point in Nonparametric Logistic Regression

DOI10.1080/03610920500498923MaRDI QIDQ5484662zbMATH OpenOpenAlexFDO

Authors

Publication date 21 August 2006

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920500498923

zbMATH Keywords

change pointmartingalelocal maximum likelihoodnonparametric logistic regressionthreshold limit value

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• scientific article; zbMATH DE number 3766893 (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
• Change point problems in the model of logistic regression
• Detecting a change in regression: First-order optimality
• Local Maximum Likelihood Estimation and Inference
• Nonanticipating estimation applied to sequential analysis and changepoint detection
• On tests for detecting change in mean
• 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

Cited in

(5)

• Guaranteed maximum likelihood splitting tests of a linear regression model
• Model-robust inference for continuous threshold regression models
• Martingale Type Statistics Applied to Change Points Detection
• Average Most Powerful Tests for a Segmented Regression
• Change point problems in the model of logistic regression

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