Nonparametric detection of change in the slope and intercept in linear structural errors-in-variables models

DOI10.1016/J.SPL.2020.108957zbMath1456.62087OpenAlexW3090890292MaRDI QIDQ826703

Yuliya V. Martsynyuk

Publication date: 6 January 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108957

zbMATH Keywords

linear structural errors-in-variables modelnonparametric test for change in the interceptnonparametric test for change in the slopeweighted tied-down partial sums process

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02) Functional limit theorems; invariance principles (60F17)

Cites Work

• Central limit theorems in linear structural error-in-variables models with explanatory variables in the domain of attraction of the normal law
• Inferences for the Linear Errors-in-Variables With Changepoint Mode
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