Distributions of Bayes-type change-point statistics under polynomial regression

DOI10.1016/0378-3758(93)90107-HMaRDI QIDQ1329693zbMATH OpenFDO

Authors V. Pereyra

Publication date 18 September 1994

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

stochastic integralchange point problempolynomial regression modelBayes-type statisticscovariance kernels of residual partial sum limit processestables of selected quantilestest for change

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15) Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Asymptotic distribution theory in statistics (62E20) Numerical methods for integral equations (65R20) Fredholm integral equations (45B05)

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Cites work

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• scientific article; zbMATH DE number 3209538 (Why is no real title available?)
• scientific article; zbMATH DE number 3414311 (Why is no real title available?)
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• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Fitting Segmented Polynomial Regression Models Whose Join Points have to be Estimated
• Limit processes for sequences of partial sums of regression residuals
• On Detecting Changes in the Mean of Normal Variates
• On tests for detecting change in mean
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• Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times
• Some Bayesian Inferences for a Changing Linear Model
• Straight Lines with a Change-Point: A Bayesian Analysis of Some Renal Transplant Data
• Testing a Sequence of Observations for a Shift in Location
• Testing for a Two-Phase Multiple Regression
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• 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 effect of serial correlation on tests for parameter change at unknown time
• The likelihood ratio test for a change-point in simple linear regression
• The log likelihood ratio in segmented regression
• The residual process for non-linear regression

Cited in

(7)

• Modeling heteroscedastic age‐period‐cohort cancer data
• scientific article; zbMATH DE number 1995707 (Why is no real title available?)
• Eigenvalues of a Fredholm integral operator and applications to problems of statistical inference
• Inference for single and multiple change-points in time series
• Multiple change-point models for time series
• Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion
• Detecting a change in the intercept in multiple regression

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