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A moving-estimates test for parameter stability and its boundary-crossing probability by Chia-Shang J. Chu

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Published by University of Illinois at Urbana-Champaign in Champaign .
Written in English

Book details:

Edition Notes

SeriesBEBR faculty working paper -- no. 92-0148, BEBR faculty working paper -- no. 92-0148.
ContributionsHornik, Kurt, 1963-, Kuan, Chung-Ming, University of Illinois at Urbana-Champaign. Bureau of Economic and Business Research
ID Numbers
Open LibraryOL25009731M

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In this paper a new class of tests for parameter stability, the moving-estimates (ME) test, is proposed. It is shown that in the standard situation the ME test asymptotically equivalent to the maximal likelihood ratio test under the alternative of a temporary parameter by: A moving-estimates test for parameter stability and its boundary-crossing probability. BEBR This paper surveys recent results involving boundary crossing probabilities and related statistical applications. The first part is concerned with problems of sequential analysis, especially repeated significance tests and their application to sequential clinical trials involving survival by:   A moving-estimates test for parameter stability and its boundary crossing probability. BEBR Working Paper Collection of Commerce, Univ. Cited by: 3.

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