Bootstrapping sequential change-point tests for linear regression

By Marie Husková, Claudia Kirch. 2012

64 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/0d2d96727b8f3f640f593443dab8f4eba61e81ec

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Management Science and Operations Research

1. Gregory Rice
2. Lajos Horv'ath
3. Alexander Aue
4. Lihua Xiong
5. Xianyang Zhang

In Statistics and Probability

1. Gregory Rice
2. Alexander Aue
3. Lajos Horv'ath
4. Lihua Xiong
5. Matthew Reimherr
6. Piotr Kokoszka
7. Marie Husková
8. Haeran Cho

Citations in the corpus

• Exploring the ability of the Pettitt method for detecting change point by Monte Carlo simulation (2014, background): “…literatures, the change point problems have been much investigated and studied (Giraitis et al. 1996; Berkes et al. 2006; Ling 2007; Antoch et al. 2008; Wang 2008; Spokoiny 2009; Zhao et al. 2010; Yamaguchi 2011; Kim and Lee 2011; Dehling et al. 2012; Hušková and Kirch 2012; Tan et al. 2013).”
• Structural breaks in time series (2013, methodology): “Related literature, including both retrospective and sequential methods, is Aue et al. (2012), Hušková (2004), Hušková and Picek (2005), Kirch (2008), and Hušková and Kirch (2012).”
• Extensions of some classical methods in change point analysis (2014, methodology): “In this section we discuss the CUSUM-based testing method of Horváth and Hušková (2012).”