Evidence of spurious regression driven by heavy-tailed observations with structural changes

DOI10.1080/03610918.2014.990098zbMath1359.62292OpenAlexW2326216496MaRDI QIDQ2974914

Danshi Zhang, Jinsuo Zhang, Hao Jin, Si Zhang

Publication date: 11 April 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.990098

zbMATH Keywords

structural changesspurious regression\(t\)-statisticheavy-tailed observations

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

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