L1-Test Procedures for Detection of Change

L1-Test Procedures for Detection of Change

L1-type test procedures for detection of a change in linear models are proposed, their properties are studied under the null hypothesis (no change).

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Bibliographische Detailangaben
Veröffentlicht in:Lecture notes-monograph series 1997-01, Vol.31, p.57-70
1. Verfasser: Hušková, M.
Format: Artikel
Sprache:eng
Schlagworte:
Applied statistics
Economic theory
Estimation, Testing and Characterization
Estimators
Linear regression
Null hypothesis
Partial sums
Regression analysis
Statistical theories
Statistics
Weighting functions
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Beschreibung
Zusammenfassung:L1-type test procedures for detection of a change in linear models are proposed, their properties are studied under the null hypothesis (no change).
ISSN:0749-2170