Limit theorems for change in linear regression

DOI10.1016/0047-259X(94)80004-FMaRDI QIDQ1323141zbMATH OpenOpenAlexFDO

Authors Edit Gombay, Lajos Horváth

Publication date 16 June 1994

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259x(94)80004-f

zbMATH Keywords

changepointvariance estimationlimit theoremsasymptotic testsexamplesmultiple linear regression modelMonte Carlo simulation study

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

Recommendations

• Some Limit Properties of Processes with the Linear Regression
• scientific article; zbMATH DE number 20674
• Limit theorems for the maximal residuals in linear and nonlinear regression models
• Asymptotic theory for regressions with smoothly changing parameters
• scientific article; zbMATH DE number 5368562
• A limit theorem in singular regression problem
• Linear statistics in change‐point estimation and their asymptotic behaviour
• Estimation of a change in linear models

Cites work

• scientific article; zbMATH DE number 4131440 (Why is no real title available?)
• scientific article; zbMATH DE number 3899977 (Why is no real title available?)
• scientific article; zbMATH DE number 46309 (Why is no real title available?)
• scientific article; zbMATH DE number 48457 (Why is no real title available?)
• scientific article; zbMATH DE number 3502628 (Why is no real title available?)
• scientific article; zbMATH DE number 3599370 (Why is no real title available?)
• scientific article; zbMATH DE number 863574 (Why is no real title available?)
• scientific article; zbMATH DE number 3428313 (Why is no real title available?)
• A Bivariate Test for the Detection of a Systematic Change in Mean
• A limit theorem for the maximum of normalized sums of independent random variables
• A u-i approach to retrospective testing for shifting parameters in a linear model
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• An approximation of partial sums of independent RV's, and the sample DF. II
• Crossing probabilities for a square root boundary by a bessel process
• Data. A collection of problems from many fields for the student and research worker
• Testing for a Two-Phase Multiple Regression
• Tests for a change-point
• Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
• The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
• The likelihood ratio test for a change-point in simple linear regression

Cited in

(32)

• Testing for changes in linear models using weighted residuals
• scientific article; zbMATH DE number 1449080 (Why is no real title available?)
• Asymptotic distributions of quadratic forms occurring in changepoint problems
• Some simple LM tests against multiple changes of variance in linear regression
• Weak Invariance Principles for Regression Rank Statistics
• Some invariant test procedures for detection of structural changes; behavior under alternatives.
• Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model
• Change detection in linear regression with time series errors
• Detecting at-most-\(\mathfrak{m}\) changes in linear regression models
• Guaranteed maximum likelihood splitting tests of a linear regression model
• Partial sum process to check regression models with multiple correlated response: with an application for testing a change-point in profile data
• scientific article; zbMATH DE number 3980231 (Why is no real title available?)
• Change-point problems: bibliography and review
• Asymptotically optimal tests and optimal designs for testing the mean in regression models with applications to change-point problems
• Simultaneous model change detection in multivariate linear regression with application to Indonesian economic growth data
• scientific article; zbMATH DE number 4157682 (Why is no real title available?)
• Change-point testing for parallel data sets with FDR control
• Limit theorems for the union-intersection test
• Likelihood ratio and cumulative sum tests for a change-point in linear regression
• A Comparison of Weighted Tests for a Slope Change in Simple Regression
• Optimal changepoint tests for normal linear regression
• Monitoring Structural Changes in Generalized Linear Models
• Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times
• The likelihood ratio test for a change-point in simple linear regression
• Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives
• Asymptotic distribution of a statistic testing a change in simple linear regression with equidistant design.
• Estimation of multiple-regime regressions with least absolutes deviation
• A note on approximating distribution functions of cusum and cusumsq tests
• Change-Point Estimation in Long Memory Nonparametric Models with Applications
• Estimators for the Time of Change in Linear Models
• Detecting Changes in Linear Regressions
• Time series regression with persistent level shifts

This page was built for publication: Limit theorems for change in linear regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1323141)