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测量误差模型基于SIC方法的变点检验

Testing for a change-point in the linear structural error-in-variables models by SIC method
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摘要 测量误差模型参数变点检验和估计问题的研究已经有了部分结果但不够全面.在较宽松的条件下,继续对这一问题进行考察.在一些参数已知和未知的情况下,基于Schwarz信息准则方法(简称为SCI方法),给出了变点的检验统计量及其渐近分布. There are some conclusions but not comprehensive in testing and estimating change-point for the linear structural error-in-variables models.Under mild conditions,the change-point problems in the model are further discussed.SIC method is applied in the test of statistics and its asymptotic distribution under the condition that some parameters are known and unknown.
作者 刘宣 LIU Xuan(Foundation Department,Yango University,Fuzhou,Fujian 350015,China)
机构地区 阳光学院基础部
出处 《宁德师范学院学报(自然科学版)》 2018年第1期4-7,40,共5页 Journal of Ningde Normal University(Natural Science)
关键词 测量误差模型 变点 SIC方法 linear structural error-in-variables models change-point SIC method
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