A toolbox of permutation tests for structural change
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Publication:379927
DOI10.1007/S00362-013-0503-4zbMATH Open1416.62257OpenAlexW2014517888WikidataQ57263797 ScholiaQ57263797MaRDI QIDQ379927FDOQ379927
Achim Zeileis, Torsten Hothorn
Publication date: 11 November 2013
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://www.zora.uzh.ch/id/eprint/87506/1/hothorn-toolbox.pdf
Cites Work
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- Exact permutation tests for non-nested non-linear regression models
- Testing for Structural Change in Dynamic Models
- Maximally selected chi-squared statistics and non-monotonic associations: an exact approach based on two cutpoints
- The asymptotic theory of permutation statistics.
- Permutation principles for the change analysis of stochastic processes under strong invariance
- Generalized Maximally Selected Statistics
- A Unified Approach to Structural Change Tests Based on ML Scores,FStatistics, and OLS Residuals
Cited In (7)
- Recursive partitioning for missing data imputation in the presence of interaction effects
- An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls
- Model-based recursive partitioning for subgroup analyses
- Predictive Distribution Modeling Using Transformation Forests
- Two-sample homogeneity tests based on divergence measures
- A Tree-Based Semi-Varying Coefficient Model for the COM-Poisson Distribution
- A note on the structural change test in highly parameterized psychometric models
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