Displaying similar documents to “Tests for profile analysis based on two-step monotone missing data”

Asymptotic theory: some recent developments.

David R. Cox (1983)

Qüestiió

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A review is given of recent work on asymptotic theory leading to a recommendation to use ratio likelihood rests with, where available, a Bartlett adjustment factor.

Structural breaks in dependent, heteroscedastic, and extremal panel data

Matúš Maciak, Barbora Peštová, Michal Pešta (2018)

Kybernetika

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New statistical procedures for a change in means problem within a very general panel data structure are proposed. Unlike classical inference tools used for the changepoint problem in the panel data framework, we allow for mutually dependent panels, unequal variances across the panels, and possibly an extremely short follow up period. Two competitive ratio type test statistics are introduced and their asymptotic properties are derived for a large number of available panels. The proposed...