ASSAY
发表于 2025-3-26 22:49:52
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Hippocampus
发表于 2025-3-27 05:08:51
https://doi.org/10.1007/978-3-322-83852-0of the CUSUM and MO-SUM procedures, based on robustified recursive residuals and .-estimators, are presented. Some results of a simulation study are given; they coincide with those from the theoretical considerations.
BARK
发表于 2025-3-27 05:18:21
https://doi.org/10.1007/978-3-662-50518-2 to ordinary least squares (OLS) residuals. We show how to modify the test statistic, derive its limiting distribution under .., and compare the finite sample power of the two versions of the test via Monte Carlo experiments.
UTTER
发表于 2025-3-27 09:43:48
https://doi.org/10.1007/978-3-662-29299-0 Kimball’s inequality, we give simple exact bounds for the null distribution of a general Wald-type statistic for testing any set of linear restrictions linking the coefficients of the regressions. The bounds proposed are based on central Fisher distributions, so that the .-values can be obtained by
类似思想
发表于 2025-3-27 15:23:35
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Subjugate
发表于 2025-3-27 19:31:36
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使迷惑
发表于 2025-3-28 01:40:01
,Top-Arbeitgeber – Wer sind die besten?,exponentially weighted moving averages of the ranks of the post-intervention one-step-ahead forecast errors. The forecasts are based on the pre-intervention model, and the errors are ranked with respect to residuals in the pre-intervention period. The method is illustrated with the Los Angeles oxida
HAVOC
发表于 2025-3-28 03:59:32
https://doi.org/10.1007/978-3-658-08233-8ing Monte Carlo methods. Such tests lose power compared with the equivalent parameter values when no breaks occur. .-tests for structural breaks fail to detect shifts that are large enough to mimic unit roots. The response surface summarizing a conventional Monte Carlo highlights the effects on Dick
Corroborate
发表于 2025-3-28 09:14:44
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hemorrhage
发表于 2025-3-28 10:29:25
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