影响因子：0.863
DOI码：10.1080/03610926.2019.1667395
发表刊物：Communications in Statistics - Theory and Methods
关键字：Piecewise linear model; residuals; empirical distribution function; change-point;
摘要：This paper considers the problem of structural changes. The empirical likelihood approach is used to estimate change-point in piecewise linear models. And theoretically we establish the consistency of the estimated change-point fraction in piecewise linear models based on residuals. Monte Carlo simulation also shows that the estimated break point fraction converges to its true value.
论文类型：期刊论文
卷号：50
期号：10
页面范围：2371-2381
ISSN号：0361-0926
是否译文：否
收录刊物：SCI、EI
第一作者：Pengli Gao
通讯作者：Zhiming Xia