منابع مشابه
Tests for Change-points Based on Recursive U-stattstics Tests for Change-points Based on Recursive U-statistics
Tests for change-points for location or regression models are often based on cumulative sums of recursive residuals. In the context of general estimable parameters (functionals of the underlying distributions), such recursive residuals may be defined in terms of recursive U-statistics. Along with some invariance principles for recursive U-statistics, asymptotic properties of some proposed tests...
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A general class of recursive residuals is incorporated in the formulation of suitable (aligned) rank tests for change-points pertaining to some simple linear models. The asymptotic theory of the proposed tests rests on some invariance principles for recursively aligned signed rand statistics, and these are developed. Along with the asymptotic properties of the proposed tests, allied efficiency ...
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A generalized likelihood ratio procedure and a Bayes procedure are considered for change-point problems for the mean direction of the von Mises distribution, both when the concentration parameter is known and when it is unknown. These tests are based on sample resultant lengths. Tables that list critical values of these test statistics are provided. These tests are shown to be valid even when t...
متن کاملFinite Sample Tests for Arch Effects and Variance Change-points in Linear Regressions
A wide range of tests for heteroskedasticity have been proposed in econometrics and statistics.1 Although a few exact tests are available (e.g. Goldfeld-Quandt’s F -test, its extensions and Szroeter’s procedures),2 common heteroskedasticity tests are asymptotic which may not control size in finite samples. So a number of recent studies have tried to improve the reliability of these tests using ...
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We prove Edgeworth expansions for degenerate von Mises statistics like the Beran, Watson, and Cram er-von Mises goodness-of-t statistics. Furthermore, we show that the bootstrap approximation works up to an error of order O(N ?1=2) and that Bootstrap based conndence regions attain a prescribed conndence level up to the order O(n ?1).
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ژورنال
عنوان ژورنال: Scandinavian Journal of Statistics
سال: 2021
ISSN: 0303-6898,1467-9469
DOI: 10.1111/sjos.12544