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SELECTING THE NUMBER OF CHANGE-POINTS IN SEGMENTED LINE REGRESSION

Segmented line regression has been used in many applications, and the problem of estimating the number of change-points in segmented line regression has been discussed in Kim et al. (2000). This paper studies asymptotic properties of the number of change-points selected by the permutation procedure...

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Autors principals: Kim, Hyune-Ju, Yu, Binbing, Feuer, Eric J.
Format: Artigo
Idioma:Inglês
Publicat: 2009
Matèries:
Accés en línia:https://ncbi.nlm.nih.gov/pmc/articles/PMC2737518/
https://ncbi.nlm.nih.gov/pubmed/19738935
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