Change-point detection in a shape-restricted regression model

DOI10.1080/02331888.2012.760094zbMath1291.62054OpenAlexW2043014258MaRDI QIDQ5169791

Zbigniew Szkutnik, Konrad Nosek

Publication date: 11 July 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2012.760094

zbMATH Keywords

likelihood ratio testchange-pointlinear regression model with inequality constraints

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Parametric hypothesis testing (62F03) Parametric inference under constraints (62F30)

Related Items (3)

A nonparametric procedure for changepoint detection in linear regression ⋮ Semiparametric method for detecting multiple change points model in financial time series ⋮ Change-Point Detection in Two-Phase Regression with Inequality Constraints on the Regression Parameters

Cites Work

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• Joint tests for zero restrictions on nonnegative regression coefficients
• The likelihood ratio test for a change-point in simple linear regression
• Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
• The Cusum Test with Ols Residuals
• A test for linear versus convex regression function using shape-restricted regression
• Detecting Changes in Linear Regressions
• Semiparametric estimation of outbreak regression
• One-Sided Testing Problems in Multivariate Analysis

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