Articles | Volume 21, issue 6
Nonlin. Processes Geophys., 21, 1133–1143, 2014
https://doi.org/10.5194/npg-21-1133-2014

Special issue: Physics-driven data mining in climate change and weather...

Nonlin. Processes Geophys., 21, 1133–1143, 2014
https://doi.org/10.5194/npg-21-1133-2014

Research article 28 Nov 2014

Research article | 28 Nov 2014

Instability and change detection in exponential families and generalized linear models, with a study of Atlantic tropical storms

Y. Lu and S. Chatterjee

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Interactive discussion

Status: closed
Status: closed
AC: Author comment | RC: Referee comment | SC: Short comment | EC: Editor comment
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Peer-review completion

AR: Author's response | RR: Referee report | ED: Editor decision
AR by S. Chatterjee on behalf of the Authors (22 Aug 2014)  Author's response    Manuscript
ED: Referee Nomination & Report Request started (01 Sep 2014) by Daiwei Wang
RR by Anonymous Referee #2 (09 Sep 2014)
RR by Anonymous Referee #3 (17 Sep 2014)
ED: Publish subject to minor revisions (further review by Editor) (29 Sep 2014) by Daiwei Wang
AR by S. Chatterjee on behalf of the Authors (07 Oct 2014)  Author's response    Manuscript
ED: Publish subject to technical corrections (12 Oct 2014) by Daiwei Wang
AR by S. Chatterjee on behalf of the Authors (20 Oct 2014)  Author's response    Manuscript
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Short summary
It is rarely ensured that the parameters of statistical distributions are stable through the entire duration of a data collection process. A failure of stability leads to nonsmoothness and nonlinearity in the physical processes. We propose testing for stability of parameters of exponential family distributions and generalized linear models. We study Atlantic tropical storms using the techniques developed here.