An Investigation of Sensitivity of an F Test in Locating Change Points in Linear Regression

<p>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.</p>

Name thesis:degree_name

Master of Science in Mathematics (M.S.)

Level thesis:degree_level

Thesis (open access)

Discipline thesis:degree_discipline

Department of Mathematical Sciences

Year dc:date.available

2014

Author dc:creator

• Sun, Jing

Contributors dc:contributor

• Broderick Oluyede
• Arpita Chatterjee

• ETD
• change-point
• linear regression
• sensitivity
• F test
• Applied Statistics
• Statistical Models
• Statistics and Probability

Repository record dc:identifier

https://digitalcommons.georgiasouthern.edu/etd/1194

OAI identifier oai:identifier

oai:digitalcommons.georgiasouthern.edu:etd-2263