Sequential change point detection in linear quantile regression models
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DOI: 10.1016/j.spl.2015.01.031
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Cited by:
- Gabriela Ciuperca, 2018. "Test by adaptive LASSO quantile method for real-time detection of a change-point," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(6), pages 689-720, August.
- Liu, Weiqiang, 2023. "A consistent nonparametric test for the structure change in quantile regression," Economics Letters, Elsevier, vol. 228(C).
- Gabriela Ciuperca, 2022. "Real-time detection of a change-point in a linear expectile model," Statistical Papers, Springer, vol. 63(4), pages 1323-1367, August.
- Muhammad Rizwan Khan & Biswajit Sarkar, 2019. "Change Point Detection for Airborne Particulate Matter ( PM 2.5 , PM 10 ) by Using the Bayesian Approach," Mathematics, MDPI, vol. 7(5), pages 1-42, May.
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Keywords
Change point detection; Linear regression; Quantile regression; Sequential testing; Structural change;All these keywords.
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