Testing for a Two-Phase Multiple Regression
DOI10.2307/1267724zbMATH Open0508.62061OpenAlexW4232417111MaRDI QIDQ4746683FDOQ4746683
Authors: Keith J. Worsley 
Publication date: 1983
Full work available at URL: https://doi.org/10.2307/1267724
segmented regressionchange-pointslikelihood ratio statisticsBonferroni inequalitymaximum likelihood methodsswitching regressionnormal errorspower-series approximationlocation shiftconservative bound on null distributiontwo-phase multiple regression
Parametric hypothesis testing (62F03) Point estimation (62F10) Linear regression; mixed models (62J05)
Cited In (20)
- Title not available (Why is that?)
- Narrow big data in a stream: computational limitations and regression
- Detecting Changes in Linear Regressions
- Some invariant test procedures for detection of structural changes; behavior under alternatives.
- Tests for parameter changes at unknown times in linear regression models
- Limit theorems for change in linear regression
- Evaluating the effect of optimized cutoff values in the assessment of prognostic factors
- Multiple change-point models for time series
- Asymptotically optimal ditiction of a change in a linear model
- Mixtures of regressions with changepoints
- Detection and estimation of abrupt changes in the variability of a process
- Asymptotic results in segmented multiple regression
- The distribution of the run length in CUSUM procedures
- Testing the hypothesis of preservation of the properties of a normal linear model if the possible change point is known
- Distributions of Bayes-type change-point statistics under polynomial regression
- Binary segmentation and Bonferroni-type bounds
- Bayesian criteria for discriminating among regression models with one possible change point
- Approximations to the \(p\)-values of tests for a change-point under non-standard conditions
- Algorithms for the optimal identification of segment neighborhoods
- Applications of asymptotic inference in segmented line regression
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