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  • Search: subject:"precise hypotheses"
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Year of publication
Subject
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Bandwidth selection 1 Bootstrap tests 1 CUSUM 1 Non- and semiparametric testing 1 Precise hypotheses 1 Structural break 1 Strukturbruch 1 Subsampling 1 Theorie 1 Theory 1 Time series analysis 1 Zeitreihenanalyse 1 change-point analysis 1 precise hypotheses 1 relevant changes 1 strong mixing 1 weak convergence under the alternative 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Working Paper 1
Language
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English 1 Undetermined 1
Author
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Dette, Holger 1 Sperlich, Stefan 1 Wied, Dominik 1
Published in...
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Detecting relevant changes in time series models
Dette, Holger; Wied, Dominik - 2014
Persistent link: https://www.econbiz.de/10010347323
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Comments on: An updated review of Goodness-of-Fit tests for regression models
Sperlich, Stefan - In: TEST: An Official Journal of the Spanish Society of … 22 (2013) 3, pp. 419-427
maybe a reasonable and useful approximation. To this aim we recall the idea of testing the problem of so-called ‘precise … hypotheses’ as outlined in Dette (Ann. Stat. 27:1012–1040, <CitationRef CitationID="CR9">1999</CitationRef>) for nonparametric …
Persistent link: https://www.econbiz.de/10010994273
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