Tests of Disorder of Regression: Asymptotic Comparison

DOI10.1137/1127009MaRDI QIDQ3317919zbMATH OpenOpenAlexFDO

Authors Jean Deshayes, Dominique Picard

Publication date 1982

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1127009

zbMATH Keywords

asymptotic comparison of Bahadur typecumulative sums of residualslikelihood ratio testsrandom walk testsrandomization of the moments of observationrecursive residualstests of disorder of regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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(9)

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