Schwarz information criterion based tests for a change-point in regression models
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Publication:451464
DOI10.1007/S00362-008-0186-4zbMATH Open1247.62055OpenAlexW2083645792MaRDI QIDQ451464FDOQ451464
Authors: Konrad Nosek 
Publication date: 23 September 2012
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-008-0186-4
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Cites Work
- Estimating the dimension of a model
- Title not available (Why is that?)
- Linear Statistical Inference and its Applications
- Testing and Locating Variance Changepoints with Application to Stock Prices
- Title not available (Why is that?)
- Linear models. Least squares and alternatives
- A power study ofk-linear-r-ahead recursive residuals test for change-point in finite sequences
- Some "Optimal" Methods to Detect Structural Shift or Outliers in Regression
Cited In (8)
- Two tests for sequential detection of a change-point in a nonlinear model
- Detection of a change-point in Student-\(t\) linear regression models
- Detecting change points in polynomial regression models with an application to cable data sets
- On the near equivalence of the testimation and Schwarz information criterion (SIC) to study Cepheid period-luminosity relation
- Modified information criterion for linear regression change-point model with its applications
- Change-point detection in a shape-restricted regression model
- Adaptive LASSO model selection in a multiphase quantile regression
- Empirical likelihood test in a posteriori change-point nonlinear model
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