Please use this identifier to cite or link to this item:
https://scholarbank.nus.edu.sg/handle/10635/103490
| Title: | Limit theorems for the union-intersection test | Authors: | Horváth, L. Shao, Q.-M. |
Keywords: | Consistency Extreme-value distribution Linear model Strong approximation Union-intersection principle |
Issue Date: | 1-Apr-1995 | Citation: | Horváth, L.,Shao, Q.-M. (1995-04-01). Limit theorems for the union-intersection test. Journal of Statistical Planning and Inference 44 (2) : 133-148. ScholarBank@NUS Repository. | Abstract: | We use a union-intersection-based approach for detecting possible changes in the parameters of a linear regression. The asymptotic distribution of the test statistic is obtained under the null-hypothesis. We also study the behaviour of the test under the alternative. The proofs are based on a new strong approximation of partial sums of random vectors. © 1995. | Source Title: | Journal of Statistical Planning and Inference | URI: | http://scholarbank.nus.edu.sg/handle/10635/103490 | ISSN: | 03783758 |
| Appears in Collections: | Staff Publications |
Show full item record
Files in This Item:
There are no files associated with this item.
Google ScholarTM
Check
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.