LIU Xuan.Testing for chamge-point of parameters in the linear regression model[J].Journal of Yanbian University,2015,41(04):295-299.
线性回归模型参数的变点检验
- Title:
- Testing for chamge-point of parameters in the linear regression model
- 文章编号:
- 1004-4353(2015)04-0295-05
- 分类号:
- O212.1
- 文献标志码:
- A
- 摘要:
- 线性回归模型随应用环境的改变其模型的参数有可能发生变化,因此有必要对模型的参数进行检验与分析.对于误差项不一定服从正态分布的线性回归模型,通过使用前后样本最小二乘估计量之差的适当权数,获得了变点检验统计量及其渐进分布.
- Abstract:
- The parameters of linear regression models may change with the change of the application environment. So it is necessary to test and analyze the parameters of the model. Using appropriate weight difference of the front and back samples least squares estimators of the regression parameters, we obtained an effective test statistics and gradual distribution for linear regression model that error distribution may not satisfy normal distribution.
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备注/Memo
作者简介: 刘宣(1982—),男,讲师,研究方向为概率论与数理统计.