Testing for a change point in linear regression models
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Cites work
- A Bayesian Analysis of a Switching Regression Model: Known Number of Regimes
- A u-i approach to retrospective testing for shifting parameters in a linear model
- Estimating the dimension of a model
- Likelihood procedure for testing change point hypothesis for multivariate Gaussian model
- Likelihood Ratio Tests for a Change in the Multivariate Normal Mean
- Some Bayesian Inferences for a Changing Linear Model
- Testing and Locating Variance Changepoints with Application to Stock Prices
- Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
- The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
Cited in
(24)- Change point analysis of a Gaussian model
- Detecting changes in linear regression models with skew normal errors
- Asymptotically distribution free test for parameter change in a diffusion process model
- Robust variable selection and estimation in threshold regression model
- Robust mean change-point detecting through Laplace linear regression using EM algorithm
- Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model
- ON CHANGE POINT DETECTION AND ESTIMATION
- Active mode recognition of dynamic systems
- Likelihood ratio test change-point detection in the skew slash distribution
- Modified information criterion for linear regression change-point model with its applications
- Partially linear models and their applications to change point detection of chemical process data
- On the estimation of change points in the Beer-Lambert law problem
- Changepoint estimation in a segmented linear regression via empirical likelihood
- Change-Point Detection in Two-Phase Regression with Inequality Constraints on the Regression Parameters
- scientific article; zbMATH DE number 2209004 (Why is no real title available?)
- Detecting changes in the functional linear regression model
- Random change point model with an application to the China household finance survey
- Change-point detection of the Kumaraswamy skew-t distribution based on modified information criterion
- Detecting change points in polynomial regression models with an application to cable data sets
- On the near equivalence of the testimation and Schwarz information criterion (SIC) to study Cepheid period-luminosity relation
- Change point detection using Bayesian adaptive LASSO quantile regression
- Z-process method for change point problems in time series
- Detection of a change-point in Student-\(t\) linear regression models
- Simultaneous change point analysis and variable selection in a regression problem
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