Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 29, No. 2 (1980), pp. 142-148 (7 pages) A test of the stability over time of the coefficients of a linear regression model ...
Typical alternative hypotheses in the analysis of residuals of a standard regression model are considered, and for each one a Bayesian diagnostic based on a symmetric form of the Kullback-Leibler ...