A toolbox of permutation tests for structural change

DOI10.1007/S00362-013-0503-4MaRDI QIDQ379927zbMATH OpenOpenAlexWikidataFDO

Authors 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

zbMATH Keywords

asymptotic distributionexact distributionconditional inferencemaximally-selected statistics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 3502628 (Why is no real title available?)
• scientific article; zbMATH DE number 5196635 (Why is no real title available?)
• scientific article; zbMATH DE number 3029212 (Why is no real title available?)
• A Unified Approach to Structural Change Tests Based on ML Scores,FStatistics, and OLS Residuals
• Block permutation principles for the change analysis of dependent data
• Exact permutation tests for non-nested non-linear regression models
• Generalized Maximally Selected Statistics
• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• Maximally selected chi-squared statistics and non-monotonic associations: an exact approach based on two cutpoints
• Multivariate permutation tests
• On the exact distribution of maximally selected rank statistics
• Permutation methods: a basis for exact inference
• Permutation principles for the change analysis of stochastic processes under strong invariance
• Permutation tests in change point analysis
• Testing for Structural Change in Dynamic Models
• Testing for structural change in conditional models
• Tests for Parameter Instability and Structural Change With Unknown Change Point
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
• The asymptotic theory of permutation statistics.
• Unbiased split selection for classification trees based on the Gini index

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

Describes a project that uses

Uses Software

• QSIMVN
• coin
• strucchange
• R

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