Search

Your search keyword '"Tang, Yanlin"' showing total 1 results
Start Over Author "Tang, Yanlin" Topic change point detection Publication Type Periodicals

Refine your results

1 results on '"Tang, Yanlin"'

1. Sequential change point detection in linear quantile regression models.

Author

Zhou, Mi, Wang, Huixia Judy, and Tang, Yanlin

Subjects
*SEQUENTIAL analysis, *CHANGE-point problems, *LINEAR statistical models, *QUANTILE regression, *MATHEMATICAL analysis
Abstract

We develop a method for sequential detection of structural changes in linear quantile regression models. We establish the asymptotic properties of the proposed test statistic, and demonstrate the advantages of the proposed method over existing tests through simulation. [ABSTRACT FROM AUTHOR]

Published
2015
Full Text
View/download PDF

Catalog

Books, media, physical & digital resources
See catalog results