Some asymptotic results for robust procedures for testing the constancy of regression models over time
Kybernetika (1990)
- Volume: 26, Issue: 5, page 392-403
- ISSN: 0023-5954
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topHušková, Marie. "Some asymptotic results for robust procedures for testing the constancy of regression models over time." Kybernetika 26.5 (1990): 392-403. <http://eudml.org/doc/27750>.
@article{Hušková1990,
author = {Hušková, Marie},
journal = {Kybernetika},
keywords = {CUSUM; cumulative sums procedure; testing constancy of regression; extensions of Darling-Erdoes theorem; change point problem; recursive residuals; robust testing; recursive M-procedure; score function; M- estimator},
language = {eng},
number = {5},
pages = {392-403},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Some asymptotic results for robust procedures for testing the constancy of regression models over time},
url = {http://eudml.org/doc/27750},
volume = {26},
year = {1990},
}
TY - JOUR
AU - Hušková, Marie
TI - Some asymptotic results for robust procedures for testing the constancy of regression models over time
JO - Kybernetika
PY - 1990
PB - Institute of Information Theory and Automation AS CR
VL - 26
IS - 5
SP - 392
EP - 403
LA - eng
KW - CUSUM; cumulative sums procedure; testing constancy of regression; extensions of Darling-Erdoes theorem; change point problem; recursive residuals; robust testing; recursive M-procedure; score function; M- estimator
UR - http://eudml.org/doc/27750
ER -
References
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- P. R. Krishnaiah, B. Q. Miao, Review estimates about change point, Handbook of Statistics, vol. 7 (P. R. Krishnaiah and C R. Rao, eds.). North Holland, Amsterdam 1988, pp. 390-402. (1988)
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- P. K. Sen, Recursive M-tests for the constancy of multivariate regression relationships overtime, Sequential Anal. 5(1984), 191 - 211. (1984) MR0783036
- S. Zacks, Survey of classical and Bayesian approaches to the change point problem: fixed sample and sequential procedures of testing and estimation, In: Recent Advances in Statistics. Papers in Honour of Herman Chernoff's Sixtieth Birthday, Acad. Press, New York, 1983, pp. 245-269. (1983) Zbl0563.62062MR0736536
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