Generalized M‐fluctuation tests for parameter instability

DOI10.1111/j.1467-9574.2007.00371.xzbMath1152.62014OpenAlexW1976215007WikidataQ57066682 ScholiaQ57066682MaRDI QIDQ3542549

Achim Zeileis, Kurt Hornik

Publication date: 1 December 2008

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.2007.00371.x

zbMATH Keywords

functional central limit theoremstructural changegeneralized linear modelM-estimationfluctuation test

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Applications of statistics (62P99) Functional limit theorems; invariance principles (60F17) Asymptotic properties of parametric tests (62F05)

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Uses Software

• R

Cites Work

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