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Some Simple Statistical Models For Relative And Absolute Dispersion

✍ Scribed by R. J. Munro; P. C. Chatwin; N. Mole

Book ID
110415103
Publisher
Springer
Year
2003
Tongue
English
Weight
142 KB
Volume
107
Category
Article
ISSN
0006-8314

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πŸ“œ SIMILAR VOLUMES

Comparison of some different approximati
Comparison of some different approximations in the statistical theory of relative dispersion
✍ B. L. Sawford πŸ“‚ Article πŸ“… 1982 πŸ› John Wiley and Sons 🌐 English βš– 1014 KB

## Abstract The effect on the theory of relative dispersion of some different approximations to the two‐particle Lagrangian correlation function is examined. Two of these, one due to Taylor, the other to Smith and Hay, are treated in detail. Through numerical solution of the dispersion equations,

Some comparisons of the relative power o
Some comparisons of the relative power of simple tests for structural change in regression models
✍ Michael Bleaney πŸ“‚ Article πŸ“… 1990 πŸ› John Wiley and Sons 🌐 English βš– 490 KB

## Abstract The power of Chow, linear, predictive failure and cusum of squares tests to detect structural change is compared in a two‐variable random walk model and a once‐for‐all parameter shift model. In each case the linear test has greatest power, followed by the Chow test. It is suggested that