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Original Articles

Testing for a change lit the regression matrix of a multivariate linear model

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Pages 1521-1531 | Received 01 Aug 1983, Published online: 27 Jun 2007

References

  • Broemelling , L.D. and chin choy , J.H. 1981 . Detecting Structural Change in Linear Models . Communications in Stratics a , 10 : 2551 – 2561 .
  • Chernoff , H. and Zacks , S. 1964 . Estimating the Current Mean of a Normal Ditribution Which is Subjected to changes in Time . Annals of Mathematical Statigtics , 35 : 999 – 1018 .
  • Kander , Z. and Zacks , S. 1966 . Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points . Annals of Mathematical Statics , 37 : 1196 – 1210 .
  • Moen , D. 1983 . The Bayesian Analysis of Structural Change in Multivariate Linear Models , Oklahoma : Oklahoma State University, Stillwater .
  • Sen , A.K. and Srivastava , M.S. 1973 . On Multivariate Tests for Detecting Change in Mean . Sankhya a , 35 : 173 – 185 .
  • Sen , A.K. and Srivastava , M.S. 1975 . On Tests for Detecting Change in Mean . The Annals of Statistics , 3 : 98 – 108 .
  • Sen , A.K. and Srivastava , M.S. 1975 . On Tests for Detecting Change in Mean When Variance is Unknown . Annals of the Institute of Statistical Mathematics , 27 : 479 – 486 .
  • Sen , A.K. and Srivastava , M.S. 1975 . Some One-Sided Tests for Change in Level . Technometri. c.s , 17 : 61 – 64 .

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