Modified procedures for change point monitoring in linear models
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Publication:609076
DOI10.1016/j.matcom.2010.06.021zbMath1201.62073MaRDI QIDQ609076
Publication date: 30 November 2010
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2010.06.021
62J05: Linear regression; mixed models
62P05: Applications of statistics to actuarial sciences and financial mathematics
62H15: Hypothesis testing in multivariate analysis
62E15: Exact distribution theory in statistics
Related Items
A new approach for open‐end sequential change point monitoring, MOSUM monitoring for variance change in nonparametric regression models, Ratio tests for variance change in nonparametric regression, Modified sequential change point procedures based on estimating functions, Sequential change-point detection in a multinomial logistic regression model, Sequential change point detection in high dimensional time series, Monitoring mean and variance change-points in long-memory time series, Sequential Monitoring Variance Changes in Location Model, Sequential Monitoring for Changes in Models with a Polynomial Trend
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