Average Most Powerful Tests for a Segmented Regression

DOI10.1080/03610920802521208zbMath1170.62017MaRDI QIDQ3396332

Albert Vexler, Gregory Gurevich

Publication date: 18 September 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802521208

zbMATH Keywords

likelihood ratio; Bayes factor; maximum likelihood; logistic regression; type I error; change point; segmented regression; average most powerful

Mathematics Subject Classification ID

62F03: Parametric hypothesis testing

62H15: Hypothesis testing in multivariate analysis

62F15: Bayesian inference

62J12: Generalized linear models (logistic models)

65C05: Monte Carlo methods

62F05: Asymptotic properties of parametric tests

Related Items

Model‐robust inference for continuous threshold regression models, Retrospective Change Point Detection: From Parametric to Distribution Free Policies

Cites Work

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