Articles | Volume 21, issue 6
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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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.