Some invariant test procedures for detection of structural changes
Kybernetika (2000)
- Volume: 36, Issue: 4, page [401]-414
- ISSN: 0023-5954
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topHušková, Marie. "Some invariant test procedures for detection of structural changes." Kybernetika 36.4 (2000): [401]-414. <http://eudml.org/doc/33492>.
@article{Hušková2000,
abstract = {Regression and scale invariant $M$-test procedures are developed for detection of structural changes in linear regression model. Their limit properties are studied under the null hypothesis.},
author = {Hušková, Marie},
journal = {Kybernetika},
keywords = {linear regression; $M$-test procedures; linear regression; -test procedures},
language = {eng},
number = {4},
pages = {[401]-414},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Some invariant test procedures for detection of structural changes},
url = {http://eudml.org/doc/33492},
volume = {36},
year = {2000},
}
TY - JOUR
AU - Hušková, Marie
TI - Some invariant test procedures for detection of structural changes
JO - Kybernetika
PY - 2000
PB - Institute of Information Theory and Automation AS CR
VL - 36
IS - 4
SP - [401]
EP - 414
AB - Regression and scale invariant $M$-test procedures are developed for detection of structural changes in linear regression model. Their limit properties are studied under the null hypothesis.
LA - eng
KW - linear regression; $M$-test procedures; linear regression; -test procedures
UR - http://eudml.org/doc/33492
ER -
References
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