Modified information criterion for linear regression change-point model with its applications

DOI10.1080/03610918.2018.1554109MaRDI QIDQ5083971zbMATH OpenOpenAlexFDO

Authors Doaa Basalamah, Khamis K. Said, Wei Ning, Yubin Tian

Publication date 21 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2018.1554109

zbMATH Keywords

linear regressioninformation criterionchi-square distributionchange-point model

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20)

Recommendations

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• Variance change-point problem in modified information criterion
• Modified information approach for detecting change points in piecewise linear failure rate function
• The development of an information criterion for change-point analysis
• Multiple change-point analysis for linear regression models
• Information criterion for Gaussian change-point model

Cites work

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Cited in

(8)

• Detection of a change-point in Student-\(t\) linear regression models
• Confidence distributions for skew normal change-point model based on modified information criterion
• Variance change-point problem in modified information criterion
• Application of modified information criterion to multiple change point problems
• Mean change point detection based on jump information criterion
• Schwarz information criterion based tests for a change-point in regression models
• Detecting changes in linear regression models with skew normal errors
• Modified information approach for detecting change points in piecewise linear failure rate function

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