Detection of structural changes in generalized linear models

DOI10.1016/j.spl.2004.06.028zbMath1116.62370MaRDI QIDQ1771469

Jaromír Antoch, Daniela Jarušková, Gerard Gregoire

Publication date: 21 April 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.06.028

zbMATH Keywords

Generalized linear models; Hypotheses testing; Structural changes; Maximum of score statistics

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G10: Nonparametric hypothesis testing

62J12: Generalized linear models (logistic models)

Related Items

Model‐robust inference for continuous threshold regression models, Retrospective change detection for binary time series models, Structural changes in autoregressive models for binary time series, Empirical likelihood test in a posteriori change-point nonlinear model, Monitoring Structural Changes in Generalized Linear Models

Uses Software

• Fahrmeir

Cites Work

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• Extremes and related properties of random sequences and processes
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• A useful estimate in the multidimensional invariance principle
• Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
• Limit theorems for the union-intersection test
• A general law of iterated logarithm
• Detecting Changes in Linear Regressions
• A new law of the iterated logarithm in \(R^d\) with application to matrix-normalized sums of random vectors
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