Theoretical Mathematics & Applications

Estimating a change-point in two-phases regression model based on the shift of parameter estimates

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  • Abstract

    In this paper, we propose a method to estimate the change-point of a two phases regression based on the shift of parameter estimates. For the uniform design, we show that the change-point and the parameter estimates converge almost surely to the true values. Some simulations show that our proposed method is more effective than the others.