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
收藏
页码：711 / 724
页数：14
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