期刊論文
| 學年 | 85 |
|---|---|
| 學期 | 1 |
| 出版（發表）日期 | 1997-01-01 |
| 作品名稱 | Inferences for the Linear Errors-in-Variables with Changepoint Models |
| 作品名稱（其他語言） | |
| 著者 | Chang, Y. P.; Huang, W. T. |
| 單位 | 淡江大學經營決策學系 |
| 出版者 | |
| 著錄名稱、卷期、頁數 | Journal of the American Statistical Association92(437), pp.171-178 |
| 摘要 | A new linear structural errors-in-variables regression with changepoint model is considered. In this model we consider the likelihood ratio test based on the maximum Hotelling T 2 for the test of no change against the alternative of exactly one change. If there is a change, either known a priori or by testing, then we estimate the unknown changepoint parameter and some other related parameters by maximum likelihood. The limiting distribution of the changepoint estimator is investigated and it is shown that the asymptotic efficiency increases as the absolute regression slope coefficient increases. A Monte Carlo study shows that the proposed estimator performs satisfactorily. |
| 關鍵字 | Asymptotic distribution;Asymptotic efficiency;Consistency;Likelihood ratio test |
| 語言 | en |
| ISSN | |
| 期刊性質 | 國內 |
| 收錄於 | |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | 否 |
| 國別 | TWN |
| 公開徵稿 | |
| 出版型式 | ,電子版 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/65007 ) |