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

To Van Ban; Nguyen Thi Quyen

doi:10.4236/am.2014.519286

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Applied Mathematics > Vol.5 No.19, November 2014

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

To Van Ban, Nguyen Thi Quyen

Department of Mathematics, Haiphong University, Haiphong, Vietnam.

DOI: 10.4236/am.2014.519286 PDF HTML XML 3,422 Downloads 3,896 Views Citations

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

Share and Cite:

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.

Conflicts of Interest

The authors declare no conflicts of interest.

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