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Consistent Model Selection in Segmented Line Regression

The Schwarz criterion or Bayes Information Criterion (BIC) is often used to select a model dimension, and some variations of the BIC have been proposed in the context of change-point problems. In this paper, we consider a segmented line regression model with an unknown number of change-points and st...

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Bibliografske podrobnosti
izdano v:J Stat Plan Inference
Main Authors: Kim, Jeankyung, Kim, Hyune-Ju
Format: Artigo
Jezik:Inglês
Izdano: 2016
Teme:
Online dostop:https://ncbi.nlm.nih.gov/pmc/articles/PMC4742379/
https://ncbi.nlm.nih.gov/pubmed/26858507
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.jspi.2015.09.008
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