Asymptotics for robust MOSUM

Marie Hušková

Commentationes Mathematicae Universitatis Carolinae (1990)

  • Volume: 031, Issue: 2, page 345-356
  • ISSN: 0010-2628

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Hušková, Marie. "Asymptotics for robust MOSUM." Commentationes Mathematicae Universitatis Carolinae 031.2 (1990): 345-356. <http://eudml.org/doc/17852>.

@article{Hušková1990,
author = {Hušková, Marie},
journal = {Commentationes Mathematicae Universitatis Carolinae},
keywords = {robust MOSUM test procedure; testing constancy of regression; linear model; local alternatives; robust recursive test procedures; normal distribution},
language = {eng},
number = {2},
pages = {345-356},
publisher = {Charles University in Prague, Faculty of Mathematics and Physics},
title = {Asymptotics for robust MOSUM},
url = {http://eudml.org/doc/17852},
volume = {031},
year = {1990},
}

TY - JOUR
AU - Hušková, Marie
TI - Asymptotics for robust MOSUM
JO - Commentationes Mathematicae Universitatis Carolinae
PY - 1990
PB - Charles University in Prague, Faculty of Mathematics and Physics
VL - 031
IS - 2
SP - 345
EP - 356
LA - eng
KW - robust MOSUM test procedure; testing constancy of regression; linear model; local alternatives; robust recursive test procedures; normal distribution
UR - http://eudml.org/doc/17852
ER -

References

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  1. Antoch J., Hušková M., Some M -tests for detection of a change in linear models, Proceedings of the Fourth Prague Symposium on Asymptotic Statistics, ed. P. Mandl, M. Hušková, Charles University, 1989, 123-136. (1989) MR1051432
  2. Brown R. L., Durbin J., Evans J. M., Techniques for testing the constancy of regression relationships over time (with discussion), J. Roy. Statis. Soc. Ser. B 37 (1975), 149-192. (1975) MR0378310
  3. Deheuvels P., Révész P., Weak laws for the increments of Wiener processes, Brownian bridges, empirical processes and partial sums of i.i.d. r.v'.s., Mathematical Statistics and Probability Theory, eds. M. L. Puri at al., D. Reidel Publishing Company, vol. A, 1987, 69-88. (1987) Zbl0629.60089MR0922688
  4. Hackl P., Testing the constancy of regression models over time, Vandenhoeck and Ruprecht, 1980. (1980) Zbl0435.62089MR0587311
  5. Hušková M., Nonparametric tests for change in regression models at an unknown time point, International Workshop on Theory and Practice in Data Analysis, Akademie der Wissenschaften der DDR, Report R-MATH-01/89, 1989a, 101-124. (1989) MR1015751
  6. Hušková M., Recursive M-test for change point problem, Structural Change: Analysis and Forecasting, ed. A. H. Westlund, Stockholm School of Economics (in print), 1989b. (1989) 
  7. Hušková M., Stochastic approximation type estimators in linear models, Submitted, 1989c. (1989) 
  8. Hušková M., Sen P. K., Nonparametric tests for shift and change in regression at an unknown time point, The future of the world economy: Economic growth and structural changes, ed. W. Krelle, Springer Verlag, 1989, 73-87. (1989) 
  9. Krishnaiah P. R., Miao B. Q., Review estimates about change point, Handbook of Statistics vol. 7, eds. P. R. Krishnaiah and C. R. Rao, North Holland, 1988, 390-402. (1988) 
  10. Poljak B., Tsypkin Y.Z., Adaptive estimation algorithm, Automation and Remote Control 3 (1979), 71-84. (1979) 
  11. Sen P. K., Recursive M-tests for the constancy of multivariate regression relationship over time, Sequential Analysis 3 (1984), 191-211. (1984) MR0783036
  12. Zacks S., Survey of classical and Bayesian approaches to the change point problem: fixed sample and sequential procedures of testing and estimation, Recent Advances in Statistics. Papers in Honour of Herman Chernoff's Sixtieth Birthday, New York, Acad. Press, 1983, 245-269. (1983) Zbl0563.62062MR0736536

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