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Detection of structural changes in generalized linear models


  • Antoch, Jaromír
  • Gregoire, Gérard
  • Jarusková, Daniela


Some results on testing for changes in generalized linear models are presented and approximations to the critical values developed. Procedure is illustrated on simulated data.

Suggested Citation

  • Antoch, Jaromír & Gregoire, Gérard & Jarusková, Daniela, 2004. "Detection of structural changes in generalized linear models," Statistics & Probability Letters, Elsevier, vol. 69(3), pages 315-332, September.
  • Handle: RePEc:eee:stapro:v:69:y:2004:i:3:p:315-332

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    References listed on IDEAS

    1. N. Henze, 1990. "An approximation to the limit distribution of the epps-pulley test statistic for normality," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 37(1), pages 7-18, December.
    2. L. Baringhaus & N. Henze, 1988. "A consistent test for multivariate normality based on the empirical characteristic function," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 35(1), pages 339-348, December.
    3. Hall, Peter & Wand, M. P., 1996. "On the Accuracy of Binned Kernel Density Estimators," Journal of Multivariate Analysis, Elsevier, vol. 56(2), pages 165-184, February.
    4. Nora Gürtler & Norbert Henze, 2000. "Goodness-of-Fit Tests for the Cauchy Distribution Based on the Empirical Characteristic Function," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(2), pages 267-286, June.
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    Cited by:

    1. Gabriela Ciuperca & Zahraa Salloum, 2015. "Empirical likelihood test in a posteriori change-point nonlinear model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(8), pages 919-952, November.


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