Approximations to the p-values of tests for a change-point under non-standard conditions
DOI10.1080/00949655.2015.1069826OpenAlexW1888368239MaRDI QIDQ5222416FDOQ5222416
Authors: Gabrielle Kelly 
Publication date: 1 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2015.1069826
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bootstrapregressionsimulationlikelihood ratio testchange-pointLagrange multiplier testcorrelated errorsheteroskedastic errorssup-F testtime trend regressor
Point estimation (62F10) Bootstrap, jackknife and other resampling methods (62F40) Asymptotic properties of parametric tests (62F05)
Cites Work
- The likelihood ratio test for a change-point in simple linear regression
- The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
- Estimating and Testing Linear Models with Multiple Structural Changes
- Bootstrap tests for an autoregressive unit root in the presence of weakly dependent errors
- A multivariate generalization of the power exponential family of distributions
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- The impact of bootstrap methods on time series analysis
- Optimal changepoint tests for normal linear regression
- A comparison of estimators for regression models with change points
- Confidence regions and tests for a change-point in a sequence of exponential family random variables
- Estimating the Number of Change Points in Exponential Families Distributions
- The impact of the bootstrap on statistical algorithms and theory
- Confidence Sets in Change-Point Problems
- Testing for a Two-Phase Multiple Regression
- A Bayesian Analysis of a Switching Regression Model: Known Number of Regimes
- Title not available (Why is that?)
- Title not available (Why is that?)
Cited In (5)
- Critical values and \(p\) values of Bessel process distributions: computation and application to structural break tests
- Approximate p-values of certain tests involving hypotheses about multiple breaks
- Bootstrap in detection of changes in linear regression
- Bootstrap change point testing for dependent data
- Some remarks on applications of tests for detecting a change point to psychometric problems
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