| bibtype |
J -
Journal Article
|
| ARLID |
0410762 |
| utime |
20240903170614.4 |
| mtime |
20060210235959.9 |
| title
(primary) (eng) |
Some invariant test procedures for detection of structural changes; behavior under alternatives |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0297163 |
| ISSN |
0023-5954 |
| title
|
Kybernetika |
| volume_id |
37 |
| volume |
6 (2001) |
| page_num |
669-684 |
| publisher |
| name |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
|
| keyword |
invariant tests |
| keyword |
linear regression |
| 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. |
|
| COSATI |
12B |
| cas_special |
| project |
| project_id |
161/1999/BMAT/MFF |
| agency |
GA UK |
| country |
CZ |
|
| research |
AV0Z1075907 |
| abstract
(eng) |
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 the previous author's paper. 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. |
| RIV |
BB |
| department |
SI |
| permalink |
http://hdl.handle.net/11104/0130850 |
| ID_orig |
UTIA-B 20010231 |
| arlyear |
2001 |
| mrcbU63 |
cav_un_epca*0297163 Kybernetika 0023-5954 Roč. 37 č. 6 2001 669 684 Ústav teorie informace a automatizace AV ČR, v. v. i. |
|