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Bibliografie
Monography Chapter
M-tests for detection of structural changes in regression
,
: Statistical Data Analysis Based on the L1-Norm and Related Methods, p. 213-227 , Eds: Dodge Y.
: Birkhäuser, (Basel 2002)
: CEZ:AV0Z1075907
: GA201/00/0769, GA ČR, GA201/02/0049, GA ČR
: linear regression, structural changes, M-procedures
(eng): 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 a simulation study.
: 12A
: BA