Critical values improvement for the standard normal homogeneity test by combining Monte Carlo and regression approaches

DOI10.1080/02664763.2016.1182127OpenAlexW2366920512WikidataQ61915942 ScholiaQ61915942MaRDI QIDQ5138559

Francesca Ieva, Michele Rienzner

Publication date: 4 December 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2434/391157

zbMATH Keywords

time seriesMonte Carlo simulationcritical valueregressionchangepoint detection

Mathematics Subject Classification ID

General nonlinear regression (62J02) Error analysis and interval analysis (65G99)

Uses Software

• bootstrap

Cites Work

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• Fitting multiple change-point models to data
• Monte Carlo Simulation for Econometricians
• Detection and Correction of Artificial Shifts in Climate Series
• Testing a Sequence of Observations for a Shift in Location
• On a measure of lack of fit in time series models
• Econometrics

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