On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Dielman, Terry E. & Rose, Elizabeth L., 1995. "A bootstrap approach to hypothesis testing in least absolute value regression," Computational Statistics & Data Analysis, Elsevier, vol. 20(2), pages 119-130, August.
- Dielman, Terry E. & Rose, Elizabeth L., 1996. "A note on hypothesis testing in LAV multiple regression: A small sample comparison," Computational Statistics & Data Analysis, Elsevier, vol. 21(4), pages 463-470, April.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- D. Guegan & J. Zhang, 2010.
"Change analysis of a dynamic copula for measuring dependence in multivariate financial data,"
Taylor & Francis Journals, vol. 10(4), pages 421-430.
- Dominique Guegan & Jing Zhang, 2006. "Change analysis of dynamic copula for measuring dependence in multivariate financial data," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00189141, HAL.
- Dominique Guégan & Jing Zhang, 2006. "Change analysis of dynamic copula for measuring dependence in multivariate financial data," Cahiers de la Maison des Sciences Economiques b06090, Université Panthéon-Sorbonne (Paris 1).
- Dominique Guegan & Jing Zhang, 2010. "Change analysis of a dynamic copula for measuring dependence in multivariate financial data," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00368334, HAL.
- repec:spr:psycho:v:82:y:2017:i:4:d:10.1007_s11336-016-9531-z is not listed on IDEAS
- Batsidis, A. & Horváth, L. & Martín, N. & Pardo, L. & Zografos, K., 2013. "Change-point detection in multinomial data using phi-divergence test statistics," Journal of Multivariate Analysis, Elsevier, vol. 118(C), pages 53-66.
- Antoch, Jaromír & Husková, Marie, 2001. "Permutation tests in change point analysis," Statistics & Probability Letters, Elsevier, vol. 53(1), pages 37-46, May.
- Pouliot, William, 2016. "Robust tests for change in intercept and slope in linear regression models with application to manager performance in the mutual fund industry," Economic Modelling, Elsevier, vol. 58(C), pages 523-534.
- Lajos Horváth & Gregory Rice, 2014. "Extensions of some classical methods in change point analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(2), pages 219-255, June.
- Leonid Torgovitski, 2015. "A Darling–Erdős-type CUSUM-procedure for functional data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(1), pages 1-27, January.
More about this item
Keywordslikelihood ratio processes maximum likelihood estimators weighted approximations extreme value Brownian bridge (null);
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:56:y:1996:i:1:p:120-152. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
We have no references for this item. You can help adding them by using this form .