Nowadays, biometric technologies became reliable and widespread means of unobtrusive user authentication in a variety of real-world applications. The performance of an automated face recognition system has a strong relationship with the quality of the biometric samples. The facial samples can be...

Many procedures have been developed that are suited to testing for multiple changes in parameters of regression models which occur at unknown times. Most notably, Brown, Durbin and Evans [11] and Dufour [15], have developed or extended existing techniques, but said extensions lack power for...

This exercice provides all eigenvalues and eigenvectors of the autoregressive matrix found in classical recursive least square theory.

The average exponential tests for structural change of Andrews and Ploberger (Econometrica, 62, 1994) and Andrews, Lee and Ploberger (Journal of Econometrics 70, 1996) and modifications thereof maximize a weighted average power which incorporates specific weighting functions in order to make the...