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Inference in a model with at most one slope-change point

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  • Miao, B. Q.

Abstract

In this paper the problem of slope-change point in 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.

Suggested Citation

  • Miao, B. Q., 1988. "Inference in a model with at most one slope-change point," Journal of Multivariate Analysis, Elsevier, vol. 27(2), pages 375-391, November.
    • Handle: RePEc:eee:jmvana:v:27:y:1988:i:2:p:375-391
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    Cited by:

    1. Abd-Rabou Abd-Elnaser S & Aly Emad-Eldin A. A., 2000. "Weighted Tests For A Change In The Regression Slope," Statistics & Risk Modeling, De Gruyter, vol. 18(1), pages 79-98, January.

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