Testing for Breaks in Regression Models with Dependent Data
DOI10.1007/978-3-319-41582-6_3zbMath1366.62065OpenAlexW2226728435MaRDI QIDQ5280075
Violetta Dalla, Javier Hidalgo
Publication date: 20 July 2017
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: http://sticerd.lse.ac.uk/dps/em/em584.pdf
nonparametric regressionGumbel distributionregression modelsdependent datastrong dependencefrequency domain bootstrap algorithmsbreaks/smoothnessextreme-values distribution
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)
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