| Title:
|
Change-point estimator in continuous quadratic regression (English) |
| Author:
|
Jarušková, Daniela |
| Language:
|
English |
| Journal:
|
Commentationes Mathematicae Universitatis Carolinae |
| ISSN:
|
0010-2628 (print) |
| ISSN:
|
1213-7243 (online) |
| Volume:
|
42 |
| Issue:
|
4 |
| Year:
|
2001 |
| Pages:
|
741-752 |
| . |
| Category:
|
math |
| . |
| Summary:
|
The paper deals with the asymptotic distribution of the least squares estimator of a change point in a regression model where the regression function has two phases --- the first linear and the second quadratic. In the case when the linear coefficient after change is non-zero the limit distribution of the change point estimator is normal whereas it is non-normal if the linear coefficient is zero. (English) |
| Keyword:
|
change-point estimator |
| Keyword:
|
nonlinear regression |
| Keyword:
|
limit distribution |
| MSC:
|
62E20 |
| MSC:
|
62F12 |
| MSC:
|
62J99 |
| idZBL:
|
Zbl 1091.62506 |
| idMR:
|
MR1883382 |
| . |
| Date available:
|
2009-01-08T19:18:19Z |
| Last updated:
|
2012-04-30 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/119289 |
| . |
| Reference:
|
[1] Bhattacharya P.K.: Weak convergence of the log-likelihood process in two-phase linear regression problem.Proceedings of the R.C. Bose Symposium on Probability, Statistics and Design of Experiments 145-156 (1990). |
| Reference:
|
[2] Feder P.I.: On asymptotic distribution theory in segmented regression problems - identified case.The Annals of Statistics 3 49-83 (1975). Zbl 0324.62014, MR 0378267 |
| Reference:
|
[3] Hinkley D.: Inference about the intersection in two-phase regression.Biometrika 56 495-504 (1969). Zbl 0183.48505 |
| Reference:
|
[4] Hušková M.: Estimation in location model with gradual changes.Comment. Math. Univ. Carolinae 39 147-157 (1998). MR 1623002 |
| Reference:
|
[5] Hušková M.: Gradual changes versus abrupt changes.Journal of Statistical Planning and Inference 76 109-125 (1999). MR 1673343 |
| Reference:
|
[6] Jarušková D.: Change-point estimator in gradually changing sequences.Comment. Math. Univ. Carolinae 39 551-561 (1998). MR 1666790 |
| Reference:
|
[7] Seber G.A.F., Wild C.J.: Nonlinear Regression.John Wiley New York (1989). Zbl 0721.62062, MR 0986070 |
| . |
