Approximating the Distribution of the Maximum Partial Sum of Normal Deviates
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References listed on IDEAS
- Andrews, Donald W K, 1993.
"Tests for Parameter Instability and Structural Change with Unknown Change Point,"
Econometric Society, vol. 61(4), pages 821-856, July.
- Donald W.K. Andrews, 1990. "Tests for Parameter Instability and Structural Change with Unknown Change Point," Cowles Foundation Discussion Papers 943, Cowles Foundation for Research in Economics, Yale University.
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- Reza Habibi, 2010. "Distribution Approximations for Cusum and Cusumsq Statistics," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), vol. 11(3), pages 585-596, December.
- Denis Conniffe & John E. Spencer, 2000.
"Approximating the Distribution of the R/s Statistic,"
The Economic and Social Review,
Economic and Social Studies, vol. 31(3), pages 237-248.
- Denis Conniffe & John E. Spencer, 1999. "Approximating the Distribution of the R/s Statistic," Papers WP104, Economic and Social Research Institute (ESRI).
- Conniffe, Denis & Kelly, Robert, 2011. "Structural Breaks - An Instrumental Variable Approach," Research Technical Papers 4/RT/11, Central Bank of Ireland.
- Habibi Reza, 2011. "A note on approximating distribution functions of cusum and cusumsq tests," Monte Carlo Methods and Applications, De Gruyter, vol. 17(1), pages 1-10, January.
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KeywordsChange point; Chi-squared; Beta approximations; Cusum; Hydrology;
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