Decibel
发表于 2025-3-26 22:54:51
Nonparametric Tests for Shift and Change in Regression at an Unknown Time Point) and maximum likelihood type (.) procedures in a recursive as well as nonrecursive setup. Along with some interpretations of (asymptotic) optimality properties of nonparametric and robust tests for the change-point problems, suitable adaptive procedures are suggested, which achieve this optimality in a meaningful sense.
方舟
发表于 2025-3-27 04:10:26
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Intuitive
发表于 2025-3-27 08:19:49
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Functional
发表于 2025-3-27 11:17:49
Testing for Structural Change in Simultaneous Equation Modelsmetricians and they are widely used. This paper demonstrates that analogous tests can also be constructed in static simultaneous equation models when equations are estimated by common k-class estimators, e.g., OLS, 2SLS, and LIML. The tests are based on the residuals obtained when the estimated endo
圆锥
发表于 2025-3-27 16:25:35
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替代品
发表于 2025-3-27 20:40:18
Tests against Nonconstancy in Linear Models Based on Counting Statisticsves. Power comparisons with standard parametric tests, are also performed, partly by analytical means and partly by Monte Carlo estimation. Some of the tests turn out to be strong competitors to the CUSUM procedure. Finally, the use of the nonparametric tests for the detection of parameter nonconsta
RODE
发表于 2025-3-28 01:49:03
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heirloom
发表于 2025-3-28 02:34:12
Detection of Join Point in Regression Modelse predictive density is an F distribution. In the process of deriving the predictive density, we use a degenerate hyperbolic function to express the distribution of quadratic forms in normal variables. The Bayesian predictive density is then used to detect a join point by the highest posterior densi
Hay-Fever
发表于 2025-3-28 07:32:41
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avulsion
发表于 2025-3-28 10:42:48
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