| bibtype |
J -
Journal Article
|
| ARLID |
0410713 |
| utime |
20240903170614.2 |
| mtime |
20060210235959.9 |
| title
(primary) (eng) |
Permutation tests for multiple changes |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0297163 |
| ISSN |
0023-5954 |
| title
|
Kybernetika |
| volume_id |
37 |
| volume |
5 (2001) |
| page_num |
605-622 |
| publisher |
| name |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
|
| keyword |
location models |
| keyword |
multiple changes |
| keyword |
testing |
| author
(primary) |
| ARLID |
cav_un_auth*0101112 |
| name1 |
Hušková |
| name2 |
Marie |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0055017 |
| name1 |
Slabý |
| name2 |
A. |
| country |
CZ |
|
| COSATI |
12A |
| cas_special |
| project |
| project_id |
GA201/00/0769 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0005686 |
|
| research |
AV0Z1075907 |
| abstract
(eng) |
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 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. |
| RIV |
BA |
| department |
SI |
| permalink |
http://hdl.handle.net/11104/0130801 |
| ID_orig |
UTIA-B 20010182 |
| arlyear |
2001 |
| mrcbU63 |
cav_un_epca*0297163 Kybernetika 0023-5954 Roč. 37 č. 5 2001 605 622 Ústav teorie informace a automatizace AV ČR, v. v. i. |
|