Lepage type statistic based on the modified Baumgartner statistic

2007 ◽  
Vol 51 (10) ◽  
pp. 5061-5067 ◽  
Author(s):  
Hidetoshi Murakami
Keyword(s):  
Type Statistic

On Testing for the Constancy of Regression Coefficients under Random Walk and Change-Point Alternatives

1992 ◽  
Vol 8 (4) ◽  
pp. 501-517 ◽  
Author(s):  
V.K. Jandhyala ◽  
I.B. MacNeill
Keyword(s):  
Random Walk ◽  
Change Point ◽  
Asymptotic Theory ◽  
Regression Coefficients ◽  
Type Statistic ◽  
Invariant Statistic ◽  
Constancy Of Regression

The locally best invariant statistic to test for the constancy of regression coefficients under a random walk alternative is shown to be the same as a Bayesian-type statistic derived under a change-point alternative. Asymptotic theory for this and more general statistics is discussed.

Testing for stochastic dominance using the weighted McFadden-type statistic

2006 ◽  
Vol 133 (1) ◽  
pp. 191-205 ◽  
Author(s):  
Lajos Horváth ◽  
Piotr Kokoszka ◽  
Ričardas Zitikis
Keyword(s):  
Stochastic Dominance ◽  
Type Statistic
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