Share This Article:

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

Abstract Full-Text HTML XML Download Download as PDF (Size:2528KB) PP. 2994-3000
DOI: 10.4236/am.2014.519286    3,210 Downloads   3,592 Views  


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.

Conflicts of Interest

The authors declare no conflicts of interest.

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.


[1] Aue, A., Horvath, L., Huskova, M. and Kokoszka, P. (2008) Testing for Changes in Polynomial Regression. Bernoulli, 14, 637-660.
[2] Berkes, I., Horvath, L. and Schauer, J. (2011) Asymptotics of Trimmed CUSUM Statistics. Bernoulli, 17, 1344-1367.
[3] Worsley, K.J. (1983) Testing for a Two-Phase Multiple Regression. Technometrics, 25, 35-42.
[4] Koul, H.L. and Qian, L. (2002) Asymptotics of Maximum Likelihood Estimator in a Two-Phase Linear Regression Model. Journal of Statistical Planning and Inference, 108, 99-119.
[5] Jaruskova, D. (1998) Testing Appearance of Linear Trend. Journal of Statistical Planning and Inference, 70, 263-276.
[6] Lehmann, E.L. and Romano, J.P. (2005) Testing Statistical Hypotheses. 3th Edition, Springer, New York, USA, 277-282.
[7] Ban, T.V., Quyen, N.T. and Ha, P.T. (2013) The Roughness of the Model Function to the Basis Functions. Journal of Mathematics and System Science, 3, 385-390.
[8] Bischoff, W. and Miller, F. (2000) Asymptotically Optimal Test and Optimal Designs for Testing the Mean in Regression Models with Applications to Change-Point Problems. Annals of the Institute of Statistical Mathematics, 52, 658-679.

comments powered by Disqus

Copyright © 2018 by authors and Scientific Research Publishing Inc.

Creative Commons License

This work and the related PDF file are licensed under a Creative Commons Attribution 4.0 International License.