Inference in a model with at most one slope-change point (Q1112520)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference in a model with at most one slope-change point |
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Inference in a model with at most one slope-change point (English)
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1988
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The problem of slope-change point in a linear regression model is discussed with the help of the theory of Gaussian process. The distribution of the estimators of the change point proposed in this paper can be approximated by the first type of extremal distribution. Based on this fact, the detection and interval estimation of a change-point in various situations are discussed.
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slope-change point
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Gaussian process
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extremal distribution
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interval estimation
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