期刊名称：Sankhya. Series A, mathematical statistics and probability
印刷版ISSN：0976-836X
电子版ISSN：0976-8378
出版年度：2005
卷号：67
期号：02
出版社：Indian Statistical Institute
摘要：Applications of bootstrap with and without replacement in change point analysis in linear regression models are discussed. Particularly, bootstrap based approximations for critical values for two classes of $M$-type test procedures are treated. As a particular case, we obtain $L_1$ procedures and regression quantile procedures. Their asymptotic performance is investigated and finite sample properties are checked in a~simulation study.
关键词：Linear regression, structural changes, $M$-test procedures, bootstrap with and without replacement.
