Détection de ruptures dans un modèle linéaire gaussien : optimalité de procédures de décision multiple basées sur le rapport de vraisemblance
Lyazrhi, Faouzi
Statistique et analyse des données, Tome 16 (1991), p. 107-125 / Harvested from Numdam
Access to full text
Full (PDF)
Full (DJVU)
Publié le : 1991-01-01
@article{SAD_1991__16_3_107_0,
     author = {Lyazrhi, Faouzi},
     title = {D\'etection de ruptures dans un mod\`ele lin\'eaire gaussien : optimalit\'e de proc\'edures de d\'ecision multiple bas\'ees sur le rapport de vraisemblance},
     journal = {Statistique et analyse des donn\'ees},
     volume = {16},
     year = {1991},
     pages = {107-125},
     mrnumber = {1209841},
     language = {fr},
     url = {http://dml.mathdoc.fr/item/SAD_1991__16_3_107_0}
}

Lyazrhi, Faouzi. Détection de ruptures dans un modèle linéaire gaussien : optimalité de procédures de décision multiple basées sur le rapport de vraisemblance. Statistique et analyse des données, Tome 16 (1991) pp. 107-125. http://gdmltest.u-ga.fr/item/SAD_1991__16_3_107_0/

[1] Booth, N.B and Smith, A.F.M. (1982) A Bayesian Approach to Retrospective Identification of Change-point, Journal of Econometrics, 19, 7-22. | MR 668612 | Zbl 0492.62077

[2] Broemeling, L.F and Choy, J.H. (1981) Detecting Structural Change in linear models, Commun. Statist Theor. Meth., A10 (2u), 2551-2561. | MR 642580 | Zbl 0473.62031

[3] Brown, R.L. and Durbin, J. and Evans, J.M. (1975) Techniques of Testing the Constancy of Regression Relachips over Time, J.R.S.S.B. 37, 149-92. | Zbl 0321.62063

[4] Butler, W. (1983) Optimal Properties of one-step Variable Selection in Regression, Ann. Statist., vol. 11, n° 1, 219-24. | MR 684879 | Zbl 0522.62003

[5] Caussinus, H. and Vaillant, J. (1985) Some Geometric Tools for the Gaussian Linear Model, in Linear Statistical Inference, Lecture Notes in Statistics, n° 35, Springer-Verlag, 1-19. | MR 835217 | Zbl 0625.62057

[6] Cox, D.R. and Spjøtvoll, E. (1982), On Partitioning Means into Groups, Scand. J. Statist., 9, 147-152. | MR 680910 | Zbl 0493.62065

[7] Deshayes, J. and Picard, D. (1982) Test of disorder of regression : Asymptotic Comparison, Thoery. Prob. Appli., 27, 100-115. | Zbl 0534.62044

[8] Farley, J. and Hinich (1970) A test for a Shifting Slope Coefficient in a Linear Model, J. Amer. Statist. Ass., 65, 1320-99. | Zbl 0214.46502

[9] Ferreira, P. (1975) A Bayesian Analysis of switching Regression Model : Known Number of Regimes, J. Amer. Statist. Ass., 10, 370-75. | Zbl 0319.62046

[10] Freeman, J.M. (1986) An Unknown Change-point and Goddness of fit, The statistician, 35, 335-344.

[11] Hawkins, D.M. (1977) Testing a Sequence of Observation for a Shift in location, J. Amer. Statist. Ass., 72, 180-6. | MR 451496 | Zbl 0346.62027

[12] Henderson, R. (1986) Change-point Problem with correlated Observations with an Application in Material Accountancy, Technometrics, vol. 28,381-89. | Zbl 0623.62019

[13] Hinkley, D.J. (1969) Inference about the Intersection in Two-phase Regression, Biometrika, 56, 495-504. | Zbl 0183.48505

[14] Hinkley, D.J. (1982) Inference in Two-phase Regression, J. Amer. Statist. Asso., 66, 736-45. | Zbl 0226.62068

[15] Holbert, D. and Broemeling, L.D. (1977) Bayesian inference related to shifting séquences and two-phase regression, Commun. Statist. Theor. Meth., A6(3), 265-75. | MR 436433 | Zbl 0355.62056

[16] James, B. and James, K.L. and Siegmund, D. (1987) Test for a changepoint, Biometrika, 74, 1,71-83. | MR 885920 | Zbl 0632.62021

[17] Kim, H. and Siegmund, D. (1989) The likelïhood ratio test for a change-point in simple linear regression, Biometrika, 76,3,409-23. | MR 1040636 | Zbl 0676.62027

[18] Knowles, M. and Siegmund, D. (1989) On Hotelling's Approach to Testing for a non linear Parameter in Regression, Intern. Statist., Rev., 57, n° 3, 205-22. | Zbl 0707.62125

[19] Mccabe, B.P.M. and Harrison, M.J. (1980) Testing the constancy of regression relationships over time using least squares residuals, App. Statist., 29, 142-48. | Zbl 0443.62055

[20] Maronna, R. and Yohai, U (1978) A Bivariate Test for the Detection of a Systematic Change in Means, J. Amer. Statist. Ass., 73, 640-5. | MR 514168 | Zbl 0387.62048

[21] Quandt, R.E. (1972) A New Approach to Estimating Switching Regressions, J. Amer. Statist. Ass., vol. 67, 306-10. | Zbl 0237.62047

[22] Raftery, A.E. and Akman, V.E. (1986) Bayesian Analysis of a Poisson Process with a Change-point, Biometrika, 73,1, 85-9. | MR 836436

[23] Shaban, S.A. (1980) Change-point Problem and Two-phase Regression ; an annotated Bibliography, Intern. Statist. Rev., 48,83-93. | MR 576777 | Zbl 0432.62050

[24] Smith, A.F.M. and Cook, D. (1980) Straight lines with a Change-point : a Bayesian Analysis ofsome Renal Transplant Data, Appl. Statist., 29, 180-9. | MR 585607 | Zbl 0432.62076

[25] Smith, A.F.M. and Cook, D. (1977) A Bayesian Analysis of some Time- Varying Models, in Recent Developments in Statistics, eds. Barra, J.R., Brodeau, F., Romier, G., and Van Cutsem, B., Amsterdam : North-Holland, 257-267. | MR 448638 | Zbl 0366.62103

[26] Stasinopoulous, M. and Nicholls, A. (1989) Estimation of Break Point Parameters using GLIM, GLIM Nrwsletter, 17,292-300.

[27] Worsley, K.J. (1979) On the Likelihood Ratio test for Shift in Location of Normal Population, J. Amer. Statist. Ass., 74, 36-57. | MR 548027 | Zbl 0413.62016

[28] Worsley, K.J. (1986) Confidence Regions and Tests for a Change-point in a Sequence of Exponential Family Variables, Biometrika, 73,91-104. | MR 836437 | Zbl 0589.62016

[29] Zacks, S. (1982) Classical and Bayesian Approachs to the Change-point Problem : Fixed Samples and Sequential Procedures, Statistique et Analyse des Données, vol. 7, n° 1, pp. 48. | Numdam | MR 677278 | Zbl 0511.62091