| 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:
|
http://hdl.handle.net/10338.dmlcz/124595 |
| . |
| 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 |
| . |
