Change Point Problems in the Model of Logistic Regression

  title={Change Point Problems in the Model of Logistic Regression},
  author={Gregory Gurevich and Albert Vexler},
The paper considers generalized maximum likelihood asymptotic power one tests which aim to detect a change point in logistic regression when the alternative specifies that a change occurred in parameters of the model. A guaranteed nonasymptotic upper bound for the significance level of each of the tests is presented. For cases in which the test supports the conclusion that there was a change point, we propose a maximum likelihood estimator of that point and present results regarding the… CONTINUE READING


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