Geodesic
Some invariant test procedures for detection of structural changes
Kybernetika, Tome 36 (2000) no. 4, p. [401]

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

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 
@article{KYB_2000__36_4_a1,
     author = {Hu\v{s}kov\'a, Marie},
     title = {Some invariant test procedures for detection of structural changes},
     journal = {Kybernetika},
     pages = {[401]},
     publisher = {mathdoc},
     volume = {36},
     number = {4},
     year = {2000},
     mrnumber = {1830646},
     zbl = {1248.62114},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_2000__36_4_a1/}
}
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Hušková, Marie. Some invariant test procedures for detection of structural changes. Kybernetika, Tome 36 (2000) no. 4, p. [401]. http://geodesic.mathdoc.fr/item/KYB_2000__36_4_a1/