About: Some invariant test procedures for detection of structural changes; behavior under alternatives.     Goto   Sponge   NotDistinct   Permalink

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  • 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.
  • 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. (en)
Title
  • Some invariant test procedures for detection of structural changes; behavior under alternatives.
  • Some invariant test procedures for detection of structural changes; behavior under alternatives. (en)
skos:prefLabel
  • Some invariant test procedures for detection of structural changes; behavior under alternatives.
  • Some invariant test procedures for detection of structural changes; behavior under alternatives. (en)
skos:notation
  • RIV/67985556:_____/01:16010231!RIV/2003/AV0/A16003/N
http://linked.open.../vavai/riv/strany
  • 669;684
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  • Z(AV0Z1075907)
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  • 6
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  • 696386
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  • RIV/67985556:_____/01:16010231
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  • invariant tests; linear regression (en)
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  • CZ - Česká republika
http://linked.open...ontrolniKodProRIV
  • [B5EC646EE444]
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  • Kybernetika
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  • 37
http://linked.open...iv/tvurceVysledku
  • Hušková, Marie
http://linked.open...n/vavai/riv/zamer
issn
  • 0023-5954
number of pages
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