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

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DOI: 10.4236/am.2014.519286    3,210 Downloads   3,592 Views  

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.

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.

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