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

DOI10.1016/0378-3758(93)90107-HzbMATH Open0850.62530MaRDI QIDQ1329693FDOQ1329693

Authors: V. Pereyra 

Publication date: 18 September 1994

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

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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)

Cites Work

• The likelihood ratio test for a change-point in simple linear regression
• The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
• Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
• The effect of serial correlation on tests for parameter change at unknown time
• Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative
• Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
• Fitting Segmented Polynomial Regression Models Whose Join Points have to be Estimated
• Title not available (Why is that?)
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Testing a Sequence of Observations for a Shift in Location
• On Detecting Changes in the Mean of Normal Variates
• On tests for detecting change in mean
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• Tests for a change-point
• Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times
• The log likelihood ratio in segmented regression
• Limit processes for sequences of partial sums of regression residuals
• Some Bayesian Inferences for a Changing Linear Model
• Testing for a Two-Phase Multiple Regression
• Straight Lines with a Change-Point: A Bayesian Analysis of Some Renal Transplant Data
• On the Likelihood Ratio Test for a Shift in Location of Normal Populations
• Tests for change of parameter at unknown times and distributions of some related functionals on Brownian motion
• Tests for parameter changes at unknown times in linear regression models
• The residual process for non-linear regression
• Title not available (Why is that?)

Cited In (7)

• Modeling heteroscedastic age‐period‐cohort cancer data
• Title not available (Why is that?)
• 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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