Displaying similar documents to “Permutation tests for multiple changes”

A nonparametric test of zero intrapair correlation

Antonín Lukš (1983)

Aplikace matematiky

Similarity:

The author applies the test criterion of P. Rothety to the statistical analysis of the positive correclation of symmetric pairs of observations. In this particular case he arrives at some new results. His work ends with a general proof of the consistency of Rothery's test.

Parametric test for change in a parameter occurring in the density of one-parameter exponential family

van Huu Nguyen (1980)

Aplikace matematiky

Similarity:

The problem of testing hypothesis under which the observations are independent, identically distributed against a class of alternatives of regression in a parameter of the one-parameter exponential family is studied. A parametric test for this problem is suggested. The relative efficiency of the parametric test compared to the rank test proposed in the author's preceding paper is also derived.

Some invariant test procedures for detection of structural changes; behavior under alternatives

Marie Hušková (2001)

Kybernetika

Similarity:

Regression- and scale-invariant M -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.