Finding a Better Confidence Interval for a Single Regression Changepoint Using Different Bootstrap Confidence Interval Procedures

<p>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.</p>

Name thesis:degree_name

Master of Arts in Social Sciences (M.A.)

Level thesis:degree_level

Thesis (open access)

Discipline thesis:degree_discipline

Department of Sociology and Anthropology

Year dc:date.available

2012

Author dc:creator

• Thilakarathne, Bodhipaksha

Contributors dc:contributor

• Patricia Humphrey
• Arpita Chatterjee

• ETD
• Regression changepoints
• Bootstrap confidence interval
• Statistical Methodology
• Statistical Models
• Statistical Theory

Repository record dc:identifier

https://digitalcommons.georgiasouthern.edu/etd/6

OAI identifier oai:identifier

oai:digitalcommons.georgiasouthern.edu:etd-1005