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Title: Some asymptotic results for robust procedures for testing the constancy of regression models over time (English)
Author: Hušková, Marie
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 26
Issue: 5
Year: 1990
Pages: 392-403
Category: math
MSC: 62E20
MSC: 62F05
MSC: 62F35
MSC: 62J05
idZBL: Zbl 0722.62024
idMR: MR1079677
Date available: 2009-09-24T18:20:48Z
Last updated: 2012-06-05
Stable URL:
Reference: [1] J. Antoch, M. Hušková: Some M-tests for detection of a change in linear models.In: Proceedings of the Fourth Prague Symposium on Asymptotic Statistics (P. Mandl, M. Hušková, eds.), Charles University, Prague 1989, pp. 123-136. MR 1051432
Reference: [2] R. L. Brown J. Durbin, J. M. Evans: Techniques for testing the constancy of regression relationships over time (with discussion).J. Roy. Statist. Soc. Ser. B 37 (1975), 149-182. MR 0378310
Reference: [3] M. Csörgö, L. Horváth: Nonparametric methods for changepoint problems. Handbook of Statistics, vol. 7 (P. R. Krishnaiah and C. R. Rao, eds.).North Holland, Amsterdam 1988, pp. 403-425. MR 0831704
Reference: [4] D. A. Darling, P. Erdös: A limit theorem for the maximum of normalized sums of independent random variables.Duke Math. J. 23 (1956), 143-155. MR 0074712
Reference: [5] P. Hackl: Testing the Constancy of Regression Models over Time.Vandenhoeck and Ruprecht, Gottingen 1980. Zbl 0435.62089, MR 0587311
Reference: [6] M. Hušková: Stochastic approximation type estimators in linear models.Submitted, 1989.
Reference: [7] M. Hušková: Recursive M-tests for change point problem.In: Structural Change: Analysis and Forecasting (A. H. Westlund, ed.), School of Economics, Stockholm 1989.
Reference: [8] M. Hušková, P. K. Sen: Nonparametric tests for shift and change in regression at an unknown time point.In: The Future of the World Economy: Economic Growth and Structural Changes (P. Hackl, ed.), Springer-Verlag, Berlin-Heidelberg-New York 1989, pp. 73-87.
Reference: [9] P. R. Krishnaiah, B. Q. Miao: Review estimates about change point.Handbook of Statistics, vol. 7 (P. R. Krishnaiah and C R. Rao, eds.). North Holland, Amsterdam 1988, pp. 390-402.
Reference: [10] V. V.Petrov: Sums of Independent Random Variables.Springer-Verlag, Berlin-Heidelberg - New York 1975. Zbl 0336.60050, MR 0388499
Reference: [11] P. K. Sen: Recursive M-tests for the constancy of multivariate regression relationships overtime.Sequential Anal. 5(1984), 191 - 211. MR 0783036
Reference: [12] S. Zacks: Survey of classical and Bayesian approaches to the change point problem: fixed sample and sequential procedures of testing and estimation.In: Recent Advances in Statistics. Papers in Honour of Herman Chernoff's Sixtieth Birthday, Acad. Press, New York, 1983, pp. 245-269. Zbl 0563.62062, MR 0736536


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