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Author
Habibi Reza (Central Bank of Iran)
Title
Distribution Approximations for Cusum and Cusumsq Statistics
Source
Statistics in Transition, 2010, vol. 11, nr 3, s. 585-595, tab., bibliogr. s. 594-595
Keyword
Statystyka, Aproksymacja
Statistics, Approximation
Note
summ.
Abstract
The cumulative sum (cusum) is an important statistics in testing for a change point. This paper is concerned with the distribution approximations to the cusum statistic under the null and alternative hypotheses. We also consider distribution approximations for the cumulative sum of squares (cusumsq) test statistics. Finally, a discussion section is given. (original abstract)
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Bibliography
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ISSN
1234-7655
Language
eng
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