Robust change point detection for linear regression models
نویسندگان
چکیده
منابع مشابه
Sequential change point detection in linear quantile regression models
We develop a method for sequential detection of structural changes in linear quantile regression models. We establish the asymptotic properties of the proposed test statistic, and demonstrate the advantages of the proposed method over existing tests through simulation. © 2015 Elsevier B.V. All rights reserved.
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ژورنال
عنوان ژورنال: Statistics and Its Interface
سال: 2019
ISSN: 1938-7989,1938-7997
DOI: 10.4310/sii.2019.v12.n2.a2