Geodesic
Some invariant test procedures for detection of structural changes; behavior under alternatives
Kybernetika, Tome 37 (2001) no. 6, p. [669].

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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.
Classification : 62F05, 62J05
Keywords: linear regression; $M$-test procedure; asymptotics 
@article{KYB_2001__37_6_a2,
     author = {Hu\v{s}kov\'a, Marie},
     title = {Some invariant test procedures for detection of structural changes; behavior under alternatives},
     journal = {Kybernetika},
     pages = {[669]},
     publisher = {mathdoc},
     volume = {37},
     number = {6},
     year = {2001},
     mrnumber = {1936994},
     zbl = {1264.62012},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_2001__37_6_a2/}
}
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Hušková, Marie. Some invariant test procedures for detection of structural changes; behavior under alternatives. Kybernetika, Tome 37 (2001) no. 6, p. [669]. http://geodesic.mathdoc.fr/item/KYB_2001__37_6_a2/