Some invariant test procedures for detection of structural changes; behavior under alternatives.
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F01%3A16010231" target="_blank" >RIV/67985556:_____/01:16010231 - isvavai.cz</a>
Result on the web
—
DOI - Digital Object Identifier
—
Alternative languages
Result language
angličtina
Original language name
Some invariant test procedures for detection of structural changes; behavior under alternatives.
Original language description
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 the previous author's paper. 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.
Czech name
—
Czech description
—
Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
—
Result continuities
Project
—
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2001
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Kybernetika
ISSN
0023-5954
e-ISSN
—
Volume of the periodical
37
Issue of the periodical within the volume
6
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
16
Pages from-to
669-684
UT code for WoS article
—
EID of the result in the Scopus database
—