| Title:
|
Asymptotics for robust MOSUM (English) |
| Author:
|
Hušková, Marie |
| Language:
|
English |
| Journal:
|
Commentationes Mathematicae Universitatis Carolinae |
| ISSN:
|
0010-2628 (print) |
| ISSN:
|
1213-7243 (online) |
| Volume:
|
31 |
| Issue:
|
2 |
| Year:
|
1990 |
| Pages:
|
345-356 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62E20 |
| MSC:
|
62F05 |
| MSC:
|
62F10 |
| MSC:
|
62F35 |
| MSC:
|
62G05 |
| MSC:
|
62G10 |
| MSC:
|
62J05 |
| idZBL:
|
Zbl 0725.62063 |
| idMR:
|
MR1077905 |
| . |
| Date available:
|
2008-06-05T21:44:08Z |
| Last updated:
|
2012-04-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/106864 |
| . |
| Reference:
|
[1] Antoch J., Hušková M.: Some $M$-tests for detection of a change in linear models.Proceedings of the Fourth Prague Symposium on Asymptotic Statistics, ed. P. Mandl, M. Hušková, Charles University, 1989, 123-136. MR 1051432 |
| Reference:
|
[2] Brown R. L., Durbin J., Evans J. M.: Techniques for testing the constancy of regression relationships over time (with discussion).J. Roy. Statis. Soc. Ser. B 37 (1975), 149-192. MR 0378310 |
| Reference:
|
[3] Deheuvels P., Révész P.: Weak laws for the increments of Wiener processes, Brownian bridges, empirical processes and partial sums of i.i.d. r.v'.s..Mathematical Statistics and Probability Theory, eds. M. L. Puri at al., D. Reidel Publishing Company, vol. A, 1987, 69-88. Zbl 0629.60089, MR 0922688 |
| Reference:
|
[4] Hackl P.: Testing the constancy of regression models over time.Vandenhoeck and Ruprecht, 1980. Zbl 0435.62089, MR 0587311 |
| Reference:
|
[5] Hušková M.: Nonparametric tests for change in regression models at an unknown time point.International Workshop on Theory and Practice in Data Analysis, Akademie der Wissenschaften der DDR, Report R-MATH-01/89, 1989a, 101-124. MR 1015751 |
| Reference:
|
[6] Hušková M.: Recursive M-test for change point problem.Structural Change: Analysis and Forecasting, ed. A. H. Westlund, Stockholm School of Economics (in print), 1989b. |
| Reference:
|
[7] Hušková M.: Stochastic approximation type estimators in linear models.Submitted, 1989c. |
| Reference:
|
[8] Hušková M., Sen P. K.: Nonparametric tests for shift and change in regression at an unknown time point.The future of the world economy: Economic growth and structural changes, ed. W. Krelle, Springer Verlag, 1989, 73-87. |
| Reference:
|
[9] Krishnaiah P. R., Miao B. Q.: Review estimates about change point.Handbook of Statistics vol. 7, eds. P. R. Krishnaiah and C. R. Rao, North Holland, 1988, 390-402. |
| Reference:
|
[10] Poljak B., Tsypkin Y.Z.: Adaptive estimation algorithm.Automation and Remote Control 3 (1979), 71-84. |
| Reference:
|
[11] Sen P. K.: Recursive M-tests for the constancy of multivariate regression relationship over time.Sequential Analysis 3 (1984), 191-211. MR 0783036 |
| Reference:
|
[12] Zacks S.: Survey of classical and Bayesian approaches to the change point problem: fixed sample and sequential procedures of testing and estimation.Recent Advances in Statistics. Papers in Honour of Herman Chernoff's Sixtieth Birthday, New York, Acad. Press, 1983, 245-269. Zbl 0563.62062, MR 0736536 |
| . |
