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Monitoring jump changes in linear models

September 28, 2017September 28, 2017 Marie Huskova, and Alena Koubkov

Two classes of sequential test procedures for detection of a change in linear regression
model are developed and their properties are studied when a training
set of data without any change is available. Asymptotic results are checked on
simulation study.

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Some improved estimators in logistic regression model
Estimation of parameters of the simple multivariate linear model with student t-errors

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Vol 39 No 2 (2005)

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