The Power of Change-Point Test for Two-Phase RegressionReport as inadecuate




The Power of Change-Point Test for Two-Phase Regression - Download this document for free, or read online. Document in PDF available to download.

In this paper, the roughness of the model function to the basis functions and its properties have been considered. We also consider some conditions to take the limit of the roughness when the observations are i.i.d. An explicit formula to calculate the power of change-point test for the two phases regression through the roughness was obtained.

KEYWORDS

Change-Point Test, The Power, The Roughness, Random Design

Cite this paper

Ban, T. and Quyen, N. 2014 The Power of Change-Point Test for Two-Phase Regression. Applied Mathematics, 5, 2994-3000. doi: 10.4236-am.2014.519286.





Author: To Van Ban, Nguyen Thi Quyen

Source: http://www.scirp.org/



DOWNLOAD PDF




Related documents