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.2010.08.014zbMATH Open1327.60055OpenAlexW1970871216MaRDI QIDQ618153FDOQ618153
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
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panel datarepeated measurementschange-point problemmultiple linear regression modelmultiple residual partial sum limit processmultivariate Brownian motionprofile data
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)
Cites Work
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- A functional central limit theorem for regression models
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- Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
- Estimating the Variance In Nonparametric Regression—What is a Reasonable Choice?
- On variance estimation in nonparametric regression
- K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
- The limit of the partial sums process of spatial least squares residuals
- Limit processes for sequences of partial sums of regression residuals
- Spatial residual processes and boundary detection
Cited In (4)
- Simultaneous model change detection in multivariate linear regression with application to Indonesian economic growth data
- Asymptotic theory in model diagnostic for general multivariate spatial regression
- 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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