摘要
这里 μ(t)为非随机函数,μ′(t)为 μ(t)的导函数,α,θ.为未知常数,0<t_0<1,t_0 分别称为模型(1.1)和(1.2)或(1.1)和(1.3)的跳跃变点及斜率变点.θ是模型在变点 t_0处的跃度或斜率跃度,ε(t)为独立随机过程.对每个固定的 t,t∈(0,1),ε(t)的分布与 t 无关.
In this paper,the estimates and tests of the change point in a linear regression model arediscussed with Wilcoxon rank sum statistic when observations are large enough.Furthermore,the testing procedure on line is presented.Besides,a method for testing the change point is pro-posed with different observations before and after the change point.
出处
《系统科学与数学》
CSCD
北大核心
1993年第2期132-140,共9页
Journal of Systems Science and Mathematical Sciences
基金
国家教委高校博士点基金
