Sequential change point detection in linear quantile regression models
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Publication:2348323
DOI10.1016/j.spl.2015.01.031zbMath1396.62086MaRDI QIDQ2348323
Huixia Judy Wang, Yanlin Tang, Mi Zhou
Publication date: 11 June 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2015.01.031
quantile regression; linear regression; structural change; sequential testing; change point detection
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
62J05: Linear regression; mixed models
62L10: Sequential statistical analysis
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Monitoring sequential structural changes in penalized high-dimensional linear models, Estimation in quantile regression models with jump discontinuities, Monitoring parameter change for time series models with application to location-Scale heteroscedastic models, A consistent nonparametric test for the structure change in quantile regression, Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression, Real-time change point detection in linear models using the ranking selection procedure, Dimension reduction techniques for conditional expectiles, Test for conditional quantile change in general conditional heteroscedastic time series models, Test by adaptive Lasso quantile method for real-time detection of a change-point, Test for conditional quantile change in GARCH models, Real-time detection of a change-point in a linear expectile model, Real time change-point detection in a nonlinear quantile model
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