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Detection of a change-point in student-t linear regression models

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  • Felipe Osorio
  • Manuel Galea

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  • Felipe Osorio & Manuel Galea, 2006. "Detection of a change-point in student-t linear regression models," Statistical Papers, Springer, vol. 47(1), pages 31-48, January.
    • Handle: RePEc:spr:stpapr:v:47:y:2006:i:1:p:31-48
    DOI: 10.1007/s00362-005-0271-x
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    References listed on IDEAS

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    1. Fernández, C. & Steel, M.F.J., 1997. "Multivariate Student -t Regression Models : Pitfalls and Inference," Discussion Paper 1997-08, Tilburg University, Center for Economic Research.
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    Cited by:

    1. Wong, Wing-Keung & McAleer, Michael, 2009. "Mapping the Presidential Election Cycle in US stock markets," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(11), pages 3267-3277.
    2. Ferdos Gorji & Mina Aminghafari, 2020. "Robust Nonparametric Regression for Heavy-Tailed Data," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 25(3), pages 277-291, September.

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