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Volumn 69, Issue 3, 2004, Pages 315-332

Detection of structural changes in generalized linear models

Author keywords

Generalized linear models; Hypotheses testing; Maximum of score statistics; Structural changes

Indexed keywords


EID: 4444229308     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2004.06.028     Document Type: Article
Times cited : (13)

References (12)
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    • 84972504048 scopus 로고
    • A limit theorem for the maximum of normalized sums of independent random variables
    • D.A. Darling P. Erdos A limit theorem for the maximum of normalized sums of independent random variables Duke Math. J. 23 1956 143-155
    • (1956) Duke Math. J. , vol.23 , pp. 143-155
    • Darling, D.A.1    Erdos, P.2
  • 4
    • 0001922084 scopus 로고
    • A useful estimate in the multidimensional invariance principle
    • U. Einmahl A useful estimate in the multidimensional invariance principle Probab. Theory Related Fields 76 1987 81-101
    • (1987) Probab. Theory Related Fields , vol.76 , pp. 81-101
    • Einmahl, U.1
  • 5
    • 0001241028 scopus 로고
    • Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
    • L. Fahrmeir H. Kaufmann Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models Ann. Statist. 13 1985 342-368
    • (1985) Ann. Statist. , vol.13 , pp. 342-368
    • Fahrmeir, L.1    Kaufmann, H.2
  • 7
    • 0001202185 scopus 로고
    • Detecting changes in linear regression
    • L. Horváth Detecting changes in linear regression Statistics 26 1995 189-208
    • (1995) Statistics , vol.26 , pp. 189-208
    • Horváth, L.1
  • 9
    • 0036115594 scopus 로고    scopus 로고
    • A new law of the iterated logarithm in Rd with application to matrix-normalized sums of random variables
    • V. Koval A new law of the iterated logarithm in R d with application to matrix-normalized sums of random variables J. Theoret. Probab. 15 2002 249-257
    • (2002) J. Theoret. Probab. , vol.15 , pp. 249-257
    • Koval, V.1
  • 12
    • 0001457176 scopus 로고
    • A general law of iterated logarithm
    • R. Wittmann A general law of iterated logarithm Z. Wahrsch. Verw. Gebiete 68 1985 521-543
    • (1985) Z. Wahrsch. Verw. Gebiete , vol.68 , pp. 521-543
    • Wittmann, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.