Kończak, Grzegorz; Stapor, Katarzyna - In: Statistics in transition : an international journal of … 24 (2023) 5, pp. 167-184
RESPERM (residuals permutation-based method) is a single changepoint detection method based on regression residuals …. This article presents the results of a Monte Carlo study on the properties of the RESPERM method for single changepoint … linear models. The Monte Carlo study showed that when the input data are very noisy, the RESPERM method outperforms the …
