TITLE:
The Power of Change-Point Test for Two-Phase Regression
AUTHORS:
To Van Ban, Nguyen Thi Quyen
KEYWORDS:
Change-Point Test, The Power, The Roughness, Random Design
JOURNAL NAME:
Applied Mathematics,
Vol.5 No.19,
November
7,
2014
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.