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Journal Article

Some invariant test procedures for detection of structural changes; behavior under alternatives

Hušková Marie

: Kybernetika vol.37, 6 (2001), p. 669-684

: AV0Z1075907

: 161/1999/BMAT/MFF, GA UK

: invariant tests, linear regression

(eng): 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.

: 12B

: BB

07.01.2019 - 08:39