Permutation tests for multiple changes
Kybernetika (2001)
- Volume: 37, Issue: 5, page [605]-622
- ISSN: 0023-5954
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topHušková, Marie, and Slabý, Aleš. "Permutation tests for multiple changes." Kybernetika 37.5 (2001): [605]-622. <http://eudml.org/doc/33554>.
@article{Hušková2001,
abstract = {Approximations to the critical values for tests for multiple changes in location models are obtained through permutation tests principle. Theoretical results say that the approximations based on the limit distribution and the permutation distribution of the test statistics behave in the same way in the limit. However, the results of simulation study show that the permutation tests behave considerably better than the corresponding tests based on the asymptotic critical value.},
author = {Hušková, Marie, Slabý, Aleš},
journal = {Kybernetika},
keywords = {asymptotics},
language = {eng},
number = {5},
pages = {[605]-622},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Permutation tests for multiple changes},
url = {http://eudml.org/doc/33554},
volume = {37},
year = {2001},
}
TY - JOUR
AU - Hušková, Marie
AU - Slabý, Aleš
TI - Permutation tests for multiple changes
JO - Kybernetika
PY - 2001
PB - Institute of Information Theory and Automation AS CR
VL - 37
IS - 5
SP - [605]
EP - 622
AB - Approximations to the critical values for tests for multiple changes in location models are obtained through permutation tests principle. Theoretical results say that the approximations based on the limit distribution and the permutation distribution of the test statistics behave in the same way in the limit. However, the results of simulation study show that the permutation tests behave considerably better than the corresponding tests based on the asymptotic critical value.
LA - eng
KW - asymptotics
UR - http://eudml.org/doc/33554
ER -
References
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