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Change point problems in the model of logistic regression

Article ID Journal Published Year Pages File Type
10525473 Journal of Statistical Planning and Inference 2005 19 Pages PDF
Abstract
We demonstrate applications of the test and the maximum likelihood estimation of the change point using an actual problem that was encountered with real data.
Keywords
62F1062H1562L10secondary 62F05primary 62F03Maximum likelihood estimationChange pointLogistic regressionLogitMartingale
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Preview
Change point problems in the model of logistic regression
Authors
Gregory Gurevich, Albert Vexler,
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Journal
Journal of Statistical Planning and Inference
Journal: Journal of Statistical Planning and Inference
Related Categories
62F10
62H15
62L10
secondary 62F05
primary 62F03
Maximum likelihood estimation
Change point
Logistic regression
Logit
Martingale
Algebra and Number Theory
Analysis
Applied Mathematics
Computational Mathematics
Control and Optimization
Discrete Mathematics and Combinatorics
Geometry and Topology
Logic
Mathematical Physics
Mathematics (General)
Modelling and Simulation
Numerical Analysis
Statistics and Probability
Theoretical Computer Science
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