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Bootstrapping sequential change-point tests for linear regression

✍ Scribed by Hušková, Marie; Kirch, Claudia

Book ID
113020711
Publisher
Springer
Year
2011
Tongue
English
Weight
861 KB
Volume
75
Category
Article
ISSN
0026-1335

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Our concern in this paper is a detection of a change in regression coefficients of a linear model. First, we examine the null and alternative distributions of the likelihood ratio statistic and study its asymptotic behavior. We then propose analytic approximations for the \(p\)-value and power of th