Detection of a change-point in student-t linear regression models
| Year of publication: |
2006
|
|---|---|
| Authors: | Osorio, Felipe ; Galea, Manuel |
| Published in: |
Statistical Papers. - Springer. - Vol. 47.2006, 1, p. 31-48
|
| Publisher: |
Springer |
| Subject: | Change-point | Student-t model | regression model | Schwarz information criterion |
-
On the Inconsistency of the Change-Point Estimator for the NE Family
Jandhyala, Venkata, (2006)
-
Choice is Suffering: A Focused Information Criterion for Model Selection
Behl, Peter, (2011)
-
Information criteria for GARCH model selection
Brooks, Chris, (2003)
- More ...
-
On estimation and influence diagnostics for the Grubbs' model under heavy-tailed distributions
Osorio, Felipe, (2009)
-
Cademartori, David, (2008)
-
Cademártori Rosso, David, (2008)
- More ...