Bootstrapping sequential change-point tests for linear regression

From MaRDI portal
Publication:1936671


DOI10.1007/s00184-011-0347-7zbMath1362.62161MaRDI QIDQ1936671

Claudia Kirch, Marie Hušková

Publication date: 6 February 2013

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-011-0347-7


62J05: Linear regression; mixed models

62M09: Non-Markovian processes: estimation

62G09: Nonparametric statistical resampling methods

62L10: Sequential statistical analysis


Related Items

SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET, Change Detection in INARCH Time Series of Counts, Comments on: ``Extensions of some classical methods in change point analysis, Comments on: ``Extensions of some classical methods in change point analysis, Two tests for sequential detection of a change-point in a nonlinear model, Monitoring test for stability of copula parameter in time series, Empirical likelihood test in a posteriori change-point nonlinear model, Test by adaptive Lasso quantile method for real-time detection of a change-point, Modified sequential change point procedures based on estimating functions, A comparison of single and multiple changepoint techniques for time series data, Sequential change point detection in high dimensional time series, Real-time detection of a change-point in a linear expectile model, Nuisance-parameter-free changepoint detection in non-stationary series, Change-point methods for multivariate time-series: paired vectorial observations, Changepoint in dependent and non-stationary panels, Sequential change point detection in linear quantile regression models, Reaction times of monitoring schemes for ARMA time series, Extensions of some classical methods in change point analysis, Testing structural changes in panel data with small fixed panel size and bootstrap, Monitoring procedure for parameter change in causal time series, Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models, Structural breaks in time series, Guaranteed Conditional Performance of Control Charts via Bootstrap Methods, Real time change-point detection in a nonlinear quantile model, Fourier Methods for Sequential Change Point Analysis in Autoregressive Models



Cites Work