Some "Optimal" Methods to Detect Structural Shift or Outliers in Regression
From MaRDI portal
Publication:4134744
DOI10.2307/2285340zbMATH Open0361.62058OpenAlexW4213120976MaRDI QIDQ4134744FDOQ4134744
Publication date: 1976
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2285340
Point estimation (62F10) Linear regression; mixed models (62J05) Asymptotic properties of parametric tests (62F05)
Cited In (6)
- Schwarz information criterion based tests for a change-point in regression models
- Recursive stability analysis of linear regression relationships. An exploratory methodology
- Residuals in tests for adequacy of regression relationships
- A robust method of estimation based on the MML estimators for a simple linear regression model
- Confidence distributions for change-points and regime shifts
- Change-point problems: bibliography and review
This page was built for publication: Some "Optimal" Methods to Detect Structural Shift or Outliers in Regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4134744)
