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Title: Permutation tests for multiple changes (English)
Author: Hušková, Marie
Author: Slabý, Aleš
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 37
Issue: 5
Year: 2001
Pages: [605]-622
Summary lang: English
Category: math
Summary: Approximations to the critical values for tests for multiple changes in location models are obtained through permutation tests principle. Theoretical results say that the approximations based on the limit distribution and the permutation distribution of the test statistics behave in the same way in the limit. However, the results of simulation study show that the permutation tests behave considerably better than the corresponding tests based on the asymptotic critical value. (English)
Keyword: asymptotics
MSC: 62F03
MSC: 62F05
MSC: 62G10
MSC: 62G20
MSC: 65C60
idZBL: Zbl 1264.62038
idMR: MR1877077
Date available: 2009-09-24T19:42:08Z
Last updated: 2015-03-26
Stable URL:
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