Schwarz information criterion based tests for a change-point in regression models

DOI10.1007/S00362-008-0186-4MaRDI QIDQ451464zbMATHOpenAlexFDO

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

zbMATH Keywords

consistent testscomparison of powerincremental exercise testSIC

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3502628 (Why is no real title available?)
• scientific article; zbMATH DE number 1485432 (Why is no real title available?)
• A power study ofk-linear-r-ahead recursive residuals test for change-point in finite sequences
• Estimating the dimension of a model
• Linear Statistical Inference and its Applications
• Linear models. Least squares and alternatives
• Some "Optimal" Methods to Detect Structural Shift or Outliers in Regression
• Testing and Locating Variance Changepoints with Application to Stock Prices

Cited in

(9)

• Adaptive LASSO model selection in a multiphase quantile regression
• Detection of a change-point in Student-\(t\) linear regression models
• Two tests for sequential detection of a change-point in a nonlinear model
• Change-point detection in a shape-restricted regression model
• Change point analysis for successive rises and falls of returns based on Schwarz information criterion
• Modified information criterion for linear regression change-point model with its applications
• On the near equivalence of the testimation and Schwarz information criterion (SIC) to study Cepheid period-luminosity relation
• Detecting change points in polynomial regression models with an application to cable data sets
• Empirical likelihood test in a posteriori change-point nonlinear model

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