The Power of Change-Point Test for Two-Phase Regression

• 作者: Nguyen Thi Quyen To Van Ban
• 来源期刊: 应用数学(英文)
• 学科: 数学
• 关键词: CHANGE-POINT TEST The POWER The ROUGHNESS RANDOM Design
• 年，卷（期）: 2014,（19）
• 页码范围: 2994-3000
• 页数: 7页
• 分类号: O1

摘要

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.