| Title:
|
Some invariant test procedures for detection of structural changes; behavior under alternatives (English) |
| Author:
|
Hušková, Marie |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
37 |
| Issue:
|
6 |
| Year:
|
2001 |
| Pages:
|
[669]-684 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
Regression- and scale-invariant $M$-test procedures for detection of structural changes in linear regression model was developed and their limit behavior under the null hypothesis was studied in Hušková [9]. In the present paper the limit behavior under local alternatives is studied. More precisely, it is shown that under local alternatives the considered test statistics have asymptotically normal distribution. (English) |
| Keyword:
|
linear regression |
| Keyword:
|
$M$-test procedure |
| Keyword:
|
asymptotics |
| MSC:
|
62F05 |
| MSC:
|
62J05 |
| idZBL:
|
Zbl 1264.62012 |
| idMR:
|
MR1936994 |
| . |
| Date available:
|
2009-09-24T19:42:39Z |
| Last updated:
|
2015-03-26 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/135435 |
| . |
| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
[6] Hušková M.: Some sequential procedures based on regression rank scores.Nonparametric Statistics 3 (1994), 285–298 MR 1291550, 10.1080/10485259408832588 |
| Reference:
|
[7] Hušková M.: Limit theorems for $M$-processes via rank statistics processes.In: Advances in Combinatorial Methods with Applications to Probability and Statistics (N. Balakrishnan, ed.), Birkhäuser, Boston 1997, pp. 521–534 Zbl 0933.62040, MR 1456754 |
| Reference:
|
[8] Hušková M.: $L_1$-test procedures for detection of change.In: $L_1$-Statistical Procedures and Related Topics (IMS Lecture Notes – Monograph Ser. 31), Institute of Mathematical Statistics, Beachwood 1997, pp. 56–70 Zbl 0935.62052 |
| Reference:
|
[9] Hušková M.: Some invariant test procedures for detection of structural changes.Kybernetika 36 (2000), 401–414 MR 1830646 |
| Reference:
|
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| Reference:
|
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| Reference:
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| Reference:
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| Reference:
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| . |
