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The Power of Change-Point Test for Two-Phase Regression
Department of Mathematics, Haiphong University, Haiphong, Vietnam
Department of Mathematics, Haiphong University, Haiphong, Vietnam
- 1 Department of Mathematics, Haiphong University, Haiphong, Vietnam
- 2 Department of Mathematics, Haiphong University, Haiphong, Vietnam
Applied Mathematics·Volume 05 (2014)·Pages 2994–3000·Published 4 November 2014·DOI10.4236/am.2014.519286
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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.
KeywordsChange-Point TestThe PowerThe RoughnessRandom Design
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