Optimal changepoint tests for normal linear regression (Q1906286)
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scientific article; zbMATH DE number 843652
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal changepoint tests for normal linear regression |
scientific article; zbMATH DE number 843652 |
Statements
Optimal changepoint tests for normal linear regression (English)
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8 April 1996
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structural change test
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optimal tests
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finite-sample optimal tests
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normal linear multiple regression model
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known variance
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multiple change points
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cointegration
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simulations
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0.8710415363311768
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0.8374478220939636
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0.8361102342605591
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0.8188958764076233
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0.8188958168029785
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