A u-i approach to retrospective testing for shifting parameters in a linear model

DOI10.1080/03610928908830081MaRDI QIDQ3474071zbMATH OpenOpenAlexFDO

Authors Doyle L. Hawkins

Publication date 1989

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

Full work available at URL https://doi.org/10.1080/03610928908830081

zbMATH Keywords

change-pointunion-intersection principleWeak convergencestandardized tied-down Bessel process

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05)

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Cited in

(14)

• Testing constancy in varying coefficient models
• Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model
• Serial rank statistics for detection of changes.
• Testing for changes in multivariate dependent observations with an application to temperature changes
• Detecting changes in linear regression models with skew normal errors
• Modified information criterion for linear regression change-point model with its applications
• Limit theorems for change in linear regression
• DEVELOPING TIME-BASED CLUSTERING NEURAL NETWORKS TO USE CHANGE-POINT DETECTION: APPLICATION TO FINANCIAL TIME SERIES
• Testing for changes in polynomial regression
• Change-point detection in long-memory processes
• Detecting changes in the functional linear regression model
• Limit theorems for the union-intersection test
• Testing for a change point in linear regression models
• Change-point problems: bibliography and review

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