Parameter changes at unknown times in non-linear regression

被引：0

作者：

Jandhyala, VK ^{[1
]}

Al-Saleh, JA

机构：

[1] Washington State Univ, Dept Pure & Appl Math, Pullman, WA 99164 USA

[2] Washington State Univ, Program Stat, Pullman, WA 99164 USA

[3] Kuwait Univ, Dept Stat, Kuwait 13060, Kuwait

来源：

ENVIRONMETRICS | 1999年 / 10卷 / 06期

关键词：

Bayes-type tests; Brownian motion; change-point; non-linear regression;

D O I：

暂无

中图分类号：

X [环境科学、安全科学];

学科分类号：

08 ; 0830 ;

摘要：

Introducing the change-point problem for the non-linear regression model, we derive Bayes-type statistics for tests of parameter changes at unknown times in the non-linear parameters. We then establish asymptotic distribution theory, mainly, for the two-sided statistics. Throughout the paper, we emphasize the specific case of an exponential type non-linear regression model. The methodology is illustrated through data on pre-school boys' weight/height ratio. Copyright (C) 1999 John Wiley & Sons, Ltd.

引用

页码：711 / 724

页数：14

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