Asymptotics for robust MOSUM
Hušková, Marie
Commentationes Mathematicae Universitatis Carolinae, Tome 031 (1990), p. 345-356 / Harvested from Czech Digital Mathematics Library
Publié le : 1990-01-01
Classification:  62E20,  62F05,  62F10,  62F35,  62G05,  62G10,  62J05
@article{106864,
     author = {Marie Hu\v skov\'a},
     title = {Asymptotics for robust MOSUM},
     journal = {Commentationes Mathematicae Universitatis Carolinae},
     volume = {031},
     year = {1990},
     pages = {345-356},
     zbl = {0725.62063},
     mrnumber = {1077905},
     language = {en},
     url = {http://dml.mathdoc.fr/item/106864}
}
Hušková, Marie. Asymptotics for robust MOSUM. Commentationes Mathematicae Universitatis Carolinae, Tome 031 (1990) pp. 345-356. http://gdmltest.u-ga.fr/item/106864/

Antoch J.; Hušková M. Some $M$-tests for detection of a change in linear models, Proceedings of the Fourth Prague Symposium on Asymptotic Statistics, ed. P. Mandl, M. Hušková, Charles University, 1989, 123-136. (1989) | MR 1051432

Brown R. L.; Durbin J.; Evans J. M. Techniques for testing the constancy of regression relationships over time (with discussion), J. Roy. Statis. Soc. Ser. B 37 (1975), 149-192. (1975) | MR 0378310

Deheuvels P.; Révész P. Weak laws for the increments of Wiener processes, Brownian bridges, empirical processes and partial sums of i.i.d. r.v'.s., Mathematical Statistics and Probability Theory, eds. M. L. Puri at al., D. Reidel Publishing Company, vol. A, 1987, 69-88. (1987) | MR 0922688 | Zbl 0629.60089

Hackl P. Testing the constancy of regression models over time, Vandenhoeck and Ruprecht, 1980. (1980) | MR 0587311 | Zbl 0435.62089

Hušková M. Nonparametric tests for change in regression models at an unknown time point, International Workshop on Theory and Practice in Data Analysis, Akademie der Wissenschaften der DDR, Report R-MATH-01/89, 1989a, 101-124. (1989) | MR 1015751

Hušková M. Recursive M-test for change point problem, Structural Change: Analysis and Forecasting, ed. A. H. Westlund, Stockholm School of Economics (in print), 1989b. (1989)

Hušková M. Stochastic approximation type estimators in linear models, Submitted, 1989c. (1989)

Hušková M.; Sen P. K. Nonparametric tests for shift and change in regression at an unknown time point, The future of the world economy: Economic growth and structural changes, ed. W. Krelle, Springer Verlag, 1989, 73-87. (1989)

Krishnaiah P. R.; Miao B. Q. Review estimates about change point, Handbook of Statistics vol. 7, eds. P. R. Krishnaiah and C. R. Rao, North Holland, 1988, 390-402. (1988)

Poljak B.; Tsypkin Y.Z. Adaptive estimation algorithm, Automation and Remote Control 3 (1979), 71-84. (1979)

Sen P. K. Recursive M-tests for the constancy of multivariate regression relationship over time, Sequential Analysis 3 (1984), 191-211. (1984) | MR 0783036

Zacks S. Survey of classical and Bayesian approaches to the change point problem: fixed sample and sequential procedures of testing and estimation, Recent Advances in Statistics. Papers in Honour of Herman Chernoff's Sixtieth Birthday, New York, Acad. Press, 1983, 245-269. (1983) | MR 0736536 | Zbl 0563.62062