[1]孙耀东,徐宝,赵志文.相依误差下非参数回归模型的方差变点Ratio检验[J].江西师范大学学报(自然科学版),2013,(05):471-474.
 SUN Yao-dong,XU Bao,ZHAO Zhi-wen.The Ratio Test for Change Point Detection in Nonparametric Regression Model with Dependent Errors[J].,2013,(05):471-474.
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相依误差下非参数回归模型的方差变点Ratio检验()
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《江西师范大学学报》(自然科学版)[ISSN:1006-6977/CN:61-1281/TN]

卷:
期数:
2013年05期
页码:
471-474
栏目:
出版日期:
2013-10-31

文章信息/Info

Title:
The Ratio Test for Change Point Detection in Nonparametric Regression Model with Dependent Errors
作者:
孙耀东;徐宝;赵志文
吉林师范大学数学学院,吉林四平,136000
Author(s):
SUN Yao-dong;XU Bao;ZHAO Zhi-wen
关键词:
Ratio检验非参数回归模型方差变点
Keywords:
Ratio testnonparametric regression modelvariance change point
分类号:
O212.1
文献标志码:
A
摘要:
运用Ratio检验方法研究相依误差下非参数回归模型的方差变点检验.首先利用核估计方法估计模型中的回归函数得到残差序列,其次利用残差序列构造Ratio检验统计量,并推导检验统计量的极限分布,最后通过数值模拟验证检验方法的有效性.
Abstract:
The detection problem of change point in nonparametric regression model with dependent errors is considered by Ratio test.The residual sequence is obtained when the regression function is estimated by kernel smoothers and the ratio test statistics is established based on the residual sequence.Asymptotic properties of the test statistics are derived.The performance of the method is illustrated by simulation studies.

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备注/Memo

备注/Memo:
吉林省教育厅“十一五”科学技术研究(2010350)
更新日期/Last Update: 1900-01-01