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An Investigation Of Sensitivity Of An F Test In Locating Change Points In Linear Regression, Jing Sun
An Investigation Of Sensitivity Of An F Test In Locating Change Points In Linear Regression, Jing Sun
Electronic Theses and Dissertations
Change point is a statistic phenomenon, which has many direct applications in climatology, bioinformatics, finance, oceanography and medical imaging. In this thesis, we investigate the sensitivity of the F-test for detecting change points in linear regression, using a two-phase linear regression model. it offers an effective method to detect "undocumented" change points using a form of an F-test. Using simulated data, we explore its sensitivity and accuracy with respect t different parameters in the model.