Article ID Journal Published Year Pages File Type
1151409 Statistics & Probability Letters 2015 6 Pages PDF
Abstract

We develop a method for sequential detection of structural changes in linear quantile regression models. We establish the asymptotic properties of the proposed test statistic, and demonstrate the advantages of the proposed method over existing tests through simulation.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Sequential change point detection in linear quantile regression models
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