THE CUSUM TESTS WITH NONPARAMETRIC REGRESSION RESIDUALS

DOI10.14490/JJSS1995.27.45zbMATH Open0929.62050OpenAlexW2003479716MaRDI QIDQ4354740FDOQ4354740

Authors: Toshio Honda 

Publication date: 31 January 2000

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14490/jjss1995.27.45

Recommendations

• Testing structural change in time-series nonparametric regression models
• The CUSUM of squares test for the stability of regression models with non-stationary regressors
• The CUSUM test based on least squares residuals in regressions with integrated variables
• The Cusum Test with Ols Residuals

zbMATH Keywords

nonparametric regressionstructural stabilityBrownian bridgeexponential inequalitylocal polynomial regressionabsolutely regular processCUSUM testsNadaraya-Watson kernel estimatoruniformly mixing process

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Cited In (14)

• Cumulated sum of squares statistics for nonlinear and nonstationary regressions
• A cusum test in the linear regression model with serially correlated disturbances
• The monitoring test for the stability of regression models with nonstationary regressors
• The Cusum Test for Parameter Change in Regression Models with ARCH Errors
• A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change
• Testing for parameter stability in nonlinear autoregressive models
• The Cusum Test with Ols Residuals
• Testing for a change of the innovation distribution in nonparametric autoregression: the sequential empirical process approach
• The CUSUM test based on least squares residuals in regressions with integrated variables
• Testing structural change in time-series nonparametric regression models
• Consistent nonparametric change point detection combining CUSUM and marked empirical processes
• On Theil's errors
• The CUSUM of squares test for the stability of regression models with non-stationary regressors
• Nonparametric comparison of several transformations of distribution functions

This page was built for publication: THE CUSUM TESTS WITH NONPARAMETRIC REGRESSION RESIDUALS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4354740)