TWO-SAMPLE GRADUAL CHANGE ANALYSIS

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F17%3A10365267" target="_blank" >RIV/00216208:11320/17:10365267 - isvavai.cz</a>

Result on the web

<a href="https://www.ine.pt/revstat/pdf/REVSTAT_v15-n3-3.pdf" target="_blank" >https://www.ine.pt/revstat/pdf/REVSTAT_v15-n3-3.pdf</a>

DOI - Digital Object Identifier

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Result language

angličtina

Original language name

TWO-SAMPLE GRADUAL CHANGE ANALYSIS

Original language description

We propose two-sample gradual change analysis motivated by gender differences observed in a real data set containing jumping speeds of 432 girls and 364 boys aged 6 to 19 years. Looking at this data set from the point of view of change-point analysis is more natural and it leads to more precise estimators than application of standard two-sample t-test in each age group. Apart of establishing the asymptotic distribution of the proposed two-sample change-point estimator, we also investigate its small sample properties in a simulation study.

Czech name

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Czech description

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Type

J_imp - Article in a specialist periodical, which is included in the Web of Science database

CEP classification

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OECD FORD branch

10103 - Statistics and probability

Project

<a href="/en/project/GA15-09663S" target="_blank" >GA15-09663S: Modeling dynamic financial processes with structural breaks</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2017

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

REVSTAT-Statistical Journal

ISSN

1645-6726

e-ISSN

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Volume of the periodical

15

Issue of the periodical within the volume

3

Country of publishing house

PT - PORTUGAL

Number of pages

18

Pages from-to

355-372

UT code for WoS article

000407456900003

EID of the result in the Scopus database

2-s2.0-85026449928