A power study ofk-linear-r-ahead recursive residuals test for change-point in finite sequences

DOI10.1080/00949650701588473MaRDI QIDQ3615037zbMATH OpenOpenAlexFDO

Authors Konrad Nosek, Zbigniew Szkutnik

Publication date 17 March 2009

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650701588473

zbMATH Keywords

change-point problemconsistent testincremental exercise testrecursive residualstables

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• A Review of the Development and Application of Recursive Residuals in Linear Models
• Detecting a change in regression: First-order optimality
• scientific article; zbMATH DE number 41029 (Why is no real title available?)
• scientific article; zbMATH DE number 1485432 (Why is no real title available?)
• scientific article; zbMATH DE number 3303655 (Why is no real title available?)
• Linear models. Least squares and alternatives
• Linear Statistical Inference and its Applications
• Nonparametric change-point estimation
• Testing for structural change in conditional models
• Tests for a change-point

Cited in

(3)

• Schwarz information criterion based tests for a change-point in regression models
• Change-point detection in a shape-restricted regression model
• Change-Point Detection in Two-Phase Regression with Inequality Constraints on the Regression Parameters

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