bibtype |
M -
Monography Chapter
|
ARLID |
0410927 |
utime |
20240103182249.3 |
mtime |
20060210235959.9 |
ISBN |
3-7643-6920-5 |
title
(primary) (eng) |
M-tests for detection of structural changes in regression |
publisher |
place |
Basel |
name |
Birkhäuser |
pub_time |
2002 |
|
specification |
|
serial |
title
|
Statistical Data Analysis Based on the L1-Norm and Related Methods |
page_num |
213-227 |
editor |
|
|
keyword |
linear regression |
keyword |
structural changes |
keyword |
M-procedures |
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*0019770 |
name1 |
Picek |
name2 |
J. |
country |
CZ |
|
COSATI |
12A |
cas_special |
project |
project_id |
GA201/00/0769 |
agency |
GA ČR |
ARLID |
cav_un_auth*0005686 |
|
project |
project_id |
GA201/02/0049 |
agency |
GA ČR |
ARLID |
cav_un_auth*0005724 |
|
research |
CEZ:AV0Z1075907 |
abstract
(eng) |
Some results on M-tests in detection of changes in linear models are presented. The paper focuses on the application of modified permutational arguments in order to obtain approximations for critical values. Theoretical results are accompanied by a simulation study. |
RIV |
BA |
department |
SI |
permalink |
http://hdl.handle.net/11104/0131014 |
ID_orig |
UTIA-B 20020141 |
arlyear |
2002 |
mrcbU10 |
2002 |
mrcbU10 |
Basel Birkhäuser |
mrcbU12 |
3-7643-6920-5 |
mrcbU63 |
Statistical Data Analysis Based on the L1-Norm and Related Methods 213 227 |
mrcbU67 |
Dodge Y. 340 |
|