Testing for a Two-Phase Multiple Regression
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Cited in
(20)- Algorithms for the optimal identification of segment neighborhoods
- Tests for parameter changes at unknown times in linear regression models
- Limit theorems for change in linear regression
- Distributions of Bayes-type change-point statistics under polynomial regression
- Bayesian criteria for discriminating among regression models with one possible change point
- Detection and estimation of abrupt changes in the variability of a process
- The distribution of the run length in CUSUM procedures
- Testing the hypothesis of preservation of the properties of a normal linear model if the possible change point is known
- Narrow big data in a stream: computational limitations and regression
- Binary segmentation and Bonferroni-type bounds
- Some invariant test procedures for detection of structural changes; behavior under alternatives.
- Asymptotically optimal ditiction of a change in a linear model
- Detecting Changes in Linear Regressions
- Applications of asymptotic inference in segmented line regression
- Approximations to the \(p\)-values of tests for a change-point under non-standard conditions
- scientific article; zbMATH DE number 6026894 (Why is no real title available?)
- Multiple change-point models for time series
- Evaluating the effect of optimized cutoff values in the assessment of prognostic factors
- Mixtures of regressions with changepoints
- Asymptotic results in segmented multiple regression
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