Title
Permutation tests for multiple changes.
Abstract
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.
Year
Venue
Field
2001
KYBERNETIKA
Discrete mathematics,Limit distribution,Permutation,Critical value,Random permutation,Asymptotic analysis,Mathematics,Statistical hypothesis testing
DocType
Volume
Issue
Journal
37
5
ISSN
Citations 
PageRank 
0023-5954
1
0.40
References 
Authors
0
2
Name
Order
Citations
PageRank
Marie Hušková1239.73
Ales Slabý210.40