Institute of Information Theory and Automation

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Bibliography

Journal Article

Some invariant test procedures for detection of structural changes

Hušková Marie

: Kybernetika vol.36, 4 (2000), p. 401-414

: AV0Z1075907

: 113200008, MSM, 161/1999/BMAT/MFF, GA UK

(eng): Regression and scale invariant M-test procedures are developed for detection of structural changes in linear regression model. Their limit properties are studied under the null hypothesis.

: 12A

: BA

2019-01-07 08:39