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

Read full paper at: http://www.scirp.org/journal/PaperInformation.aspx?PaperID=51234#.VGAXcmfHRK0 Author(s) To Van Ban , Nguyen Thi Quyen Affiliation(s) Department of Mathematics, Haiphong University, Haiphong, Vietnam . ABSTRACT 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 ...