| dc.creator | Marušiaková, Miriam | |
| dc.date.accessioned | 2021-05-19T17:21:55Z | |
| dc.date.available | 2021-05-19T17:21:55Z | |
| dc.date.issued | 2009 | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11956/21178 | |
| dc.description.abstract | We consider linear regression models with structural changes occurring at unknown time points. We describe F type tests for detection of changes. For calculation of approximations to the corresponding critical values we suggest a method based on the application of the permutation principle. We prove that the method is applicable to the F type test statistics. The simulation study shows that the permutation arguments provide satisfactory approximations to the critical values when the change in parameters is not too large. For estimation of the number of changes present we use information criteria and a method based on sequential testing. All discussed methods are applied to Klementinum data. | en_US |
| dc.language | Čeština | cs_CZ |
| dc.language.iso | cs_CZ | |
| dc.publisher | Univerzita Karlova, Matematicko-fyzikální fakulta | cs_CZ |
| dc.title | Vícefázová regrese | cs_CZ |
| dc.type | rigorózní práce | cs_CZ |
| dcterms.created | 2009 | |
| dcterms.dateAccepted | 2009-04-20 | |
| dc.description.department | Department of Probability and Mathematical Statistics | en_US |
| dc.description.department | Katedra pravděpodobnosti a matematické statistiky | cs_CZ |
| dc.description.faculty | Faculty of Mathematics and Physics | en_US |
| dc.description.faculty | Matematicko-fyzikální fakulta | cs_CZ |
| dc.identifier.repId | 71276 | |
| dc.title.translated | Multiphase regression | en_US |
| dc.identifier.aleph | 000866976 | |
| thesis.degree.name | RNDr. | |
| thesis.degree.level | rigorózní řízení | cs_CZ |
| thesis.degree.discipline | Probability, mathematical statistics and econometrics | en_US |
| thesis.degree.discipline | Pravděpodobnost, matematická statistika a ekonometrie | cs_CZ |
| thesis.degree.program | Mathematics | en_US |
| thesis.degree.program | Matematika | cs_CZ |
| uk.thesis.type | rigorózní práce | cs_CZ |
| uk.taxonomy.organization-cs | Matematicko-fyzikální fakulta::Katedra pravděpodobnosti a matematické statistiky | cs_CZ |
| uk.taxonomy.organization-en | Faculty of Mathematics and Physics::Department of Probability and Mathematical Statistics | en_US |
| uk.faculty-name.cs | Matematicko-fyzikální fakulta | cs_CZ |
| uk.faculty-name.en | Faculty of Mathematics and Physics | en_US |
| uk.faculty-abbr.cs | MFF | cs_CZ |
| uk.degree-discipline.cs | Pravděpodobnost, matematická statistika a ekonometrie | cs_CZ |
| uk.degree-discipline.en | Probability, mathematical statistics and econometrics | en_US |
| uk.degree-program.cs | Matematika | cs_CZ |
| uk.degree-program.en | Mathematics | en_US |
| thesis.grade.cs | Uznáno | cs_CZ |
| thesis.grade.en | Recognized | en_US |
| uk.abstract.en | We consider linear regression models with structural changes occurring at unknown time points. We describe F type tests for detection of changes. For calculation of approximations to the corresponding critical values we suggest a method based on the application of the permutation principle. We prove that the method is applicable to the F type test statistics. The simulation study shows that the permutation arguments provide satisfactory approximations to the critical values when the change in parameters is not too large. For estimation of the number of changes present we use information criteria and a method based on sequential testing. All discussed methods are applied to Klementinum data. | en_US |
| uk.file-availability | V | |
| uk.grantor | Univerzita Karlova, Matematicko-fyzikální fakulta, Katedra pravděpodobnosti a matematické statistiky | cs_CZ |
| thesis.grade.code | U | |
| uk.publication-place | Praha | cs_CZ |
| uk.thesis.defenceStatus | U | |
| dc.identifier.lisID | 990008669760106986 | |
