A Multiple Decision Theory Analysis of Structural Stability in Regression
运用多重决策理论，分析了线性回归模型中位置和方差的结构稳定性，证明了CUSUM和CUSUM平方技术在一定意义下是最优的，并揭示了递归残差与CUSUM技术之间的内在矛盾。
Using the theory of multiple decisions, this paper conducts an analysis of structural stability in location and variance for the linear-regression model. It shows that both cusum and cusum-of-squares techniques are in certain senses optimal. However, the same tests are optimal for changes in location and variance. It is also shown that there is an inherent contradiction between the use of recursive residuals and cusum techniques. The concept of a localized Bayes rule is introduced.