Modified information criterion for linear regression change-point model with its applications
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Cites work
- A Bayesian Analysis of a Switching Regression Model: Known Number of Regimes
- A test for a change in a parameter occurring at an unknown point
- A u-i approach to retrospective testing for shifting parameters in a linear model
- An introduction to the basics of reliability and risk analysis
- Change-point analysis with bathtub shape for the exponential distribution
- CONTINUOUS INSPECTION SCHEMES
- Detecting shifts in functions of multivariate location and covariance parameters
- Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
- scientific article; zbMATH DE number 3766903 (Why is no real title available?)
- scientific article; zbMATH DE number 3502628 (Why is no real title available?)
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- scientific article; zbMATH DE number 1487651 (Why is no real title available?)
- Information approach for the change-point detection in the skew normal distribution and its applications
- Information criterion and change point problem for regular models
- On Detecting Changes in the Mean of Normal Variates
- Parametric statistical change point analysis. With applications to genetics, medicine, and finance
- Some Bayesian Inferences for a Changing Linear Model
- Testing and Locating Variance Changepoints with Application to Stock Prices
- Testing for a change point in linear regression models
- Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
- The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
Cited in
(10)- Detecting changes in linear regression models with skew normal errors
- Modified information approach for detecting change points in piecewise linear failure rate function
- Testing for a change point in linear regression models
- Schwarz information criterion based tests for a change-point in regression models
- Variance change-point problem in modified information criterion
- Mean change point detection based on jump information criterion
- Change point detection in length-biased lognormal distribution
- Confidence distributions for skew normal change-point model based on modified information criterion
- Detection of a change-point in Student-\(t\) linear regression models
- Application of modified information criterion to multiple change point problems
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