Testing for change points in partially linear models

DOI10.1007/S10255-015-0518-9MaRDI QIDQ277056zbMATHOpenAlexFDO

Authors Liwen Zhang, Zhongyi Zhu

Publication date 4 May 2016

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-015-0518-9

zbMATH Keywords

change pointlocal linear regressionbandwidth selectionpartially linear modelheteroscedastic variance

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric hypothesis testing (62G10)

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Cites work

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Cited in

(9)

• Testing for change points due to a covariate threshold in quantile regression
• Cramér-von Mises method for detecting change points in IV models
• Testing structural change in partially linear models
• Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests
• Detecting early or late changes in linear models with heteroscedastic errors
• Partial sum process to check regression models with multiple correlated response: with an application for testing a change-point in profile data
• Partially linear models and their applications to change point detection of chemical process data
• Monitoring change points in IV models
• Empirical likelihood approach for change-point estimation based on residuals in piecewise linear models

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