The Annals of Statistics · 1982 · 86 citations · 8 references
Natural SciencesMathematicsTime Series AnalysisRobust Statistical ModelingRobust StatisticsStrict InvarianceStructural InvarianceInvariance PrinciplesParameter Invariance TestingResidual Error InvarianceResidual Invariance TestingRobust Invariance TestingRobust Time Series AnalysisRobust Time Series EstimationWeak Invariance
A general class of recursive residuals is defined by means of lower-triangular, orthonormal transformations. For these residuals, some weak invariance principles are established under appropriate regularity conditions. The theory is then incorporated in the study of robustness of some tests for change of parameters occurring at unknown time points.
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