Some "Optimal" Methods to Detect Structural Shift or Outliers in Regression

DOI10.2307/2285340MaRDI QIDQ4134744zbMATH OpenOpenAlexFDO

Authors T. Schweder

Publication date 1976

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2285340

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Point estimation (62F10) Linear regression; mixed models (62J05)

Cited in

(6)

• Recursive stability analysis of linear regression relationships. An exploratory methodology
• A robust method of estimation based on the MML estimators for a simple linear regression model
• Confidence distributions for change-points and regime shifts
• Change-point problems: bibliography and review
• Residuals in tests for adequacy of regression relationships
• Schwarz information criterion based tests for a change-point in regression models

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