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stat.ME2011
Testing for equality between two transformations of random variables
Mohamed Boutahar, Denys Pommeret
Consider two random variables contaminated by two unknown transformations. The aim of this paper is to test the equality of those transformations. Two cases are distinguished: firs…
stat.ME2011★ 1 cited
Testing for change in mean of heteroskedastic time series
Mohamed Boutahar
In this paper we consider a Lagrange Multiplier-type test (LM) to detect change in the mean of time series with heteroskedasticity of unknown form. We derive the limiting distribut…