Detecting break points in generalized linear models
From MaRDI portal
Publication:1330517
DOI10.1016/0167-9473(92)90119-ZzbMATH Open0925.62306OpenAlexW2053740003MaRDI QIDQ1330517FDOQ1330517
Publication date: 8 November 1999
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(92)90119-z
Diagnostics, and linear inference and regression (62J20) Generalized linear models (logistic models) (62J12)
Cites Work
Cited In (12)
- Application of the bootstrap method for change points analysis in generalized linear models
- Modelling distortions in seroprevalence data using change-point fractional polynomials
- Local Influence Under Parameter Constraints
- Methods for generalized change-point models: with applications to human immunodeficiency virus surveillance and diabetes data
- A bent line Tobit regression model with application to household financial assets
- Elasticity as a measure for online determination of remission points in ongoing epidemics
- Generalized Additive Models for Location, Scale and Shape
- Longitudinal mixed-effects models for latent cognitive function
- Penalized likelihood regression for generalized linear models with non-quadratic penalties
- Change-point problems: bibliography and review
- Trend filtering by adaptive piecewise polynomials
- Change point models for cognitive tests using semi-parametric maximum likelihood
This page was built for publication: Detecting break points in generalized linear models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1330517)