Tests of Disorder of Regression: Asymptotic Comparison

DOI10.1137/1127009zbMath0534.62044OpenAlexW2041634810MaRDI QIDQ3317919

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

likelihood ratio testsrecursive residualsrandom walk testsasymptotic comparison of Bahadur typecumulative sums of residualsrandomization of the moments of observationtests of disorder of regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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