| 结构模型参数变点的非参数检验 |
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| 引用本文： | 王丽敏,迟晓恒.结构模型参数变点的非参数检验[J].大连铁道学院学报,2002,23(4):7-9. |
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| 作者姓名： | 王丽敏 迟晓恒 |
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| 作者单位： | 大连铁道学院文理分院，辽宁大连116028 |
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| 摘 要： | 对于结构模型参数变点的检测问题，利用秩统计量，给出了模型只有一个变点的检验统计量，并且给出了一个计算检验渐近临界值的公式。
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| 关 键 词： | 结构模型 变点 秩统计量 非参数检验 |
Nonparametric Test for a Change-Point in the Linear Structural Error-in-Variables Models |
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| WANG Li-min,CHI Xiao-Heng.Nonparametric Test for a Change-Point in the Linear Structural Error-in-Variables Models[J].Journal of Dalian Railway Institute,2002,23(4):7-9. |
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| Authors: | WANG Li-min CHI Xiao-Heng |
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| Abstract: | In this paper, the hypothesis test for most one change-point in the linear structural error-in-variables mode are discussed. A nonparametric test model is proposed a formula of the asymptotic critical points is obtained. |
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| Keywords: | linear structural errors-in-variables models change-point rank statistic nonparametric tests |
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