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

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DOI: 10.4236/am.2014.519286    3,307 Downloads   3,737 Views   Citations


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.

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The authors declare no conflicts of interest.

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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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