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Description
  • Testování změn v polynomiální regresi (cs)
  • We consider a nonlinear polynomial regression model in which we wish to test the null hypothesis of structural stability in the regression parameters against the alternative of a break at an unknown time. We derive the extreme value distribution of a maxímum-type test statistic which is asymptotically equivalent to the maximally selected likelihood ratio. The resulting test is easy to apply and has good size and power, even in small samples.
  • We consider a nonlinear polynomial regression model in which we wish to test the null hypothesis of structural stability in the regression parameters against the alternative of a break at an unknown time. We derive the extreme value distribution of a maxímum-type test statistic which is asymptotically equivalent to the maximally selected likelihood ratio. The resulting test is easy to apply and has good size and power, even in small samples. (en)
Title
  • Testing for changes in polynomial regression
  • Testing for changes in polynomial regression (en)
  • Testování změn v polynomiální regresi (cs)
skos:prefLabel
  • Testing for changes in polynomial regression
  • Testing for changes in polynomial regression (en)
  • Testování změn v polynomiální regresi (cs)
skos:notation
  • RIV/00216208:11320/08:00101069!RIV09-MSM-11320___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • Z(MSM0021620839)
http://linked.open...iv/cisloPeriodika
  • 3
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 399671
http://linked.open...ai/riv/idVysledku
  • RIV/00216208:11320/08:00101069
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Testing; changes; polynomial; regression (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • NL - Nizozemsko
http://linked.open...ontrolniKodProRIV
  • [B6C028BB58E4]
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  • Bernoulli
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 14
http://linked.open...iv/tvurceVysledku
  • Aue, Alexander
  • Hušková, Marie
  • Kokoszka, Piotr
  • Horváth, Lajos
http://linked.open...ain/vavai/riv/wos
  • 264166300004
http://linked.open...n/vavai/riv/zamer
issn
  • 1350-7265
number of pages
http://localhost/t...ganizacniJednotka
  • 11320
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