Keywords and phrases: linear model, change detection, ordinary least squares, residual error, Student test, Fisher test.
Received: July 31, 2024; Revised: September 2, 2024; Accepted: September 13, 2024; Published: January 6, 2025
How to cite this article: Mahamat Ali ISSAKA, Amary DIOP and H. G. IZADDINE, On using estimated coefficients of a linear model for change point detection: application to weather data, JP Journal of Biostatistics 25(1) (2025), 145-175. https://doi.org/10.17654/0973514325007
This Open Access Article is Licensed under Creative Commons Attribution 4.0 International License
References: [1] D. W. K. Andrews, Tests for parameter instability and structural change with unknown change point, Econometrica 61 (1993), 821-856. [2] A. Antoniadis, J. Berruyer and R. Carmona, Régression non-linéaire et applications, Economica, 1992. [3] R. L. Brown, J. Durbin and J. M. Evans, Techniques for testing the constancy of regression relationships over time, Journal of the Royal Statistical Society, Series B 37 (1975), 149-192. [4] A. S. Dabye, Cours de modèles linéaires et non linéaires, Master Mathépatiques Appliquées, Option: Sciences des Données et Applications (SDA), UFR SAT, Université Gaston Berger de Saintlouis, 2022-2023. [5] D. Dacunha-Castelle and M. Duflo, Probabilités et Statistiques, Tomes 1 et 2, Masson, 2éme edition, 1994. [6] Amary Diop, Estimation de Mesures de Risques en Présence de Données Tronquées et Détection de Changement avec les Coefficients estimés du Modèle Linéaire, Thèse de Doctorat de l’Université Gaston Berger, Saint-Louis, 2024. [7] N. Draper and H. Smith, Applied Regression Analysis, Wiley, 1981. [8] George A. F. Seber and Alan J. Lee, Linear regression analysis, Wiley Series in Probability and Statistics, 2003. [9] Marc S. Paolella, Linear models and time-series analysis: regression, ANOVA, ARMA and GARCH, Wiley Series in Probability and Statistics, 2018. [10] A. Zeileis, A unified approach to structural change tests based on ML scores, F statistics, and OLS residuals, Econometric Rev. 24(4) (2005), 445-466. [11] A. Zeileis, Implementing a class of structural change tests: an econometric computing approach, Comput. Statist. Data Anal. 50 (2006), 2987-3008. doi: 10.1016/j.csda.2005.07.001. [12] A. Zeileis and K. Hornik, Generalized M-fluctuation tests for parameter instability, Statist. Neerlandica 61(4) (2007), 488-508. doi: 10.1111/j.1467-9574.2007.00371.x.
|