Partial sum process to check regression models with multiple correlated response: with an application for testing a change-point in profile data

DOI10.1016/J.JMVA.2010.08.014MaRDI QIDQ618153zbMATH OpenOpenAlexFDO

Authors Wolfgang Bischoff, Andreas Gegg

Publication date 14 January 2011

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2010.08.014

zbMATH Keywords

panel datarepeated measurementschange-point problemmultiple linear regression modelmultiple residual partial sum limit processmultivariate Brownian motionprofile data

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Gaussian processes (60G15) Central limit and other weak theorems (60F05)

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Cites work

• scientific article; zbMATH DE number 1077338 (Why is no real title available?)
• scientific article; zbMATH DE number 1995693 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• A functional central limit theorem for regression models
• Estimating the Variance In Nonparametric Regression—What is a Reasonable Choice?
• K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
• Limit processes for sequences of partial sums of regression residuals
• On variance estimation in nonparametric regression
• Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
• Spatial residual processes and boundary detection
• The limit of the partial sums process of spatial least squares residuals

Cited in

(4)

• Asymptotic theory in model diagnostic for general multivariate spatial regression
• Simultaneous model change detection in multivariate linear regression with application to Indonesian economic growth data
• Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests
• Cumulative sum estimator for change-point in panel data

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• R

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