Geodesic
Some invariant test procedures for detection of structural changes
Kybernetika, Tome 36 (2000) no. 4, pp. 401-414

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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.
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.
Classification : 60F05, 62F03, 62J05, 62P20
Keywords: linear regression; $M$-test procedures 
Hušková, Marie. Some invariant test procedures for detection of structural changes. Kybernetika, Tome 36 (2000) no. 4, pp. 401-414. http://geodesic.mathdoc.fr/item/KYB_2000_36_4_a1/
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     title = {Some invariant test procedures for detection of structural changes},
     journal = {Kybernetika},
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     volume = {36},
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     zbl = {1248.62114},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_2000_36_4_a1/}
}
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