Statistics and Probability Commons^™

Finding A Better Confidence Interval For A Single Regression Changepoint Using Different Bootstrap Confidence Interval Procedures, Bodhipaksha Thilakarathne

Electronic Theses and Dissertations

Recently a number of papers have been published in the area of regression changepoints but there is not much literature concerning confidence intervals for regression changepoints. The purpose of this paper is to find a better bootstrap confidence interval for a single regression changepoint. ("Better" confidence interval means having a minimum length and coverage probability which is close to a chosen significance level). Several methods will be used to find bootstrap confidence intervals. Among those methods a better confidence interval will be presented.