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Asymptotic theory of some tests for a possible change in the regression slope occurring at an unknown time point

Summary

Based on least squares estimators and aligned rank order statistics, some testing procedures for a possible change in the regression slope occurring at an unknown time point are considered. The asymptotic theory of the proposed tests rests on certain invariance principles relating to least squares estimators and aligned rank order statistics, and these are developed here.

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Work supported by the National Heart, Lung and Blood Institute, Contract NIH-NHLBI-71-2243 from the (U.S.) National Institutes of Health

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Kumar Sen, P. Asymptotic theory of some tests for a possible change in the regression slope occurring at an unknown time point. Z. Wahrscheinlichkeitstheorie verw Gebiete 52, 203–218 (1980). https://doi.org/10.1007/BF00531606

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Keywords

  • Stochastic Process
  • Probability Theory
  • Testing Procedure
  • Order Statistic
  • Mathematical Biology