M-tests for Detection of Structural Changes in Regression
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F46747885%3A24510%2F02%3A00000002" target="_blank" >RIV/46747885:24510/02:00000002 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
M-tests for Detection of Structural Changes in Regression
Original language description
Some results on M-tests in detection of changes in linear models are presented. The paper focuses on the application of modified permutational arguments in order to obtain approximations for critical values. Theoretical results are accompanied by simulation study.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2002
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Statistical Data Analysis Based on the L1-Norm and Related Methods
ISBN
3-7643-6920-5
ISSN
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e-ISSN
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Number of pages
15
Pages from-to
213-227
Publisher name
Birkhauser
Place of publication
Basel, Switzerland
Event location
Neuchatel, Switzerland
Event date
Jan 1, 2002
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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