Testing appearance of linear trend |
| |
| Authors: | Daniela Jarušková |
| |
| Institution: | Department of Mathematics, Faculty of Civil Engineering, Czech Technical University, Prague, Czech Republic |
| |
| Abstract: | A test for the detection of a gradual change in simple linear regression is studied. Asymptotic distribution of the “maximum type” statistic is derived. Asymptotic critical values are compared with critical values obtained by simulations. The problem was motivated by the effort of meteorologists to discover a change in meteorological measurements. |
| |
| Keywords: | MSC: 62F05 62J05 |
| 本文献已被 ScienceDirect 等数据库收录！ |
|
