Some asymptotic results for robust procedures for testing the constancy of regression models over time
Marie Hušková (1990)
Kybernetika
Similarity:
Displaying similar documents to “Asymptotics for robust MOSUM”
Some asymptotic results for robust procedures for testing the constancy of regression models over time
Some invariant test procedures for detection of structural changes; behavior under alternatives
Marie Hušková (2001)
Kybernetika
Similarity:
Regression- and scale-invariant -test procedures for detection of structural changes in linear regression model was developed and their limit behavior under the null hypothesis was studied in Hušková [9]. 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.
Some invariant test procedures for detection of structural changes
Marie Hušková (2000)
Kybernetika
Similarity:
Regression and scale invariant -test procedures are developed for detection of structural changes in linear regression model. Their limit properties are studied under the null hypothesis.
Regression quantiles and trimmed least squares estimator under a general design
Jana Jurečková (1984)
Kybernetika
Similarity:
A note on asymptotic linearity of -statistics in nonlinear models
Asunción Rubio, Jan Ámos Víšek (1996)
Kybernetika
Similarity: