Likelihood Ratio and Cumulative Sum Test
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H.J. Kim
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Article
📅
1994
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Elsevier Science
🌐
English
⚖ 664 KB
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