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

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http://www.scirp.org/journal/PaperInformation.aspx?PaperID=51234#.VGAXcmfHRK0

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.
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. 
 

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http://dx.doi.org/10.1023/A:1017521225616                    eww141110lx
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