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)

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Cited in

(32)

• Likelihood ratio and cumulative sum tests for a change-point in linear regression
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• Weak Invariance Principles for Regression Rank Statistics
• Some simple LM tests against multiple changes of variance in linear regression
• Change-point testing for parallel data sets with FDR control
• Asymptotic distributions of quadratic forms occurring in changepoint problems
• Detecting Changes in Linear Regressions
• Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model
• Change-Point Estimation in Long Memory Nonparametric Models with Applications
• Guaranteed maximum likelihood splitting tests of a linear regression model
• Simultaneous model change detection in multivariate linear regression with application to Indonesian economic growth data
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• Asymptotically optimal tests and optimal designs for testing the mean in regression models with applications to change-point problems
• Asymptotic distribution of a statistic testing a change in simple linear regression with equidistant design.
• Testing for changes in linear models using weighted residuals
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• Monitoring Structural Changes in Generalized Linear Models
• Change detection in linear regression with time series errors
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