A score test for detecting extreme values in a vector autoregressive model (Q6141447)
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scientific article; zbMATH DE number 7792790
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A score test for detecting extreme values in a vector autoregressive model |
scientific article; zbMATH DE number 7792790 |
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A score test for detecting extreme values in a vector autoregressive model (English)
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23 January 2024
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case-weight perturbation model
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local influence
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mean-shift perturbation model
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Monte Carlo simulation
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multivariate normal distribution
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score statistic
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vector autoregressive model
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