Permutation tests for multiple changes

被引：0
|
作者：
Husková, M
Slaby, A
机构：
[1] Charles Univ Prague, Dept Probabil & Stat, Prague 18600 8, Czech Republic
[2] Acad Sci Czech Republ, Inst Informat Theory & Automat, CR-18208 Prague 8, Czech Republic
[3] Charles Univ Prague, Dept Probabil & Stat, Prague 11520 1, Czech Republic
来源：
KYBERNETIKA | 2001年 / 37卷 / 05期
关键词：
D O I：
暂无
中图分类号：
TP3 [计算技术、计算机技术];
学科分类号：
0812 ;
摘要：
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.
引用
收藏
页码：605 / 622
页数：18
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