Year: 2001
Type: other
Abstract: summary:Approximations to the critical values for tests for multiple changes in location models are obtained through permutation tests principle. Theoretical results say that the approximations based on the limit distribution and the permutation distribution of the test statistics behave in the same way in the limit. However, the results of simulation study show that the permutation tests behave considerably better than the corresponding tests based on the asymptotic critical value.
Authors: Marie Hušková, Aleš Slabý
Language: English
Subfield: Statistics, Probability and Uncertainty
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W188639432