Tests for smooth-sbrupt changes with applications
Abstract
In this paper, we study a smooth-abrupt change
point model through two testing procedures based on likelihood ratio
test and Schwarz information criterion under a normal distribution.
Simulations are implemented to show the performance of these two procedures. The proposed testing
procedures are applied to detect changes in gene expression patterns and in predator versus prey population patterns of the Isle Royale National Park.
point model through two testing procedures based on likelihood ratio
test and Schwarz information criterion under a normal distribution.
Simulations are implemented to show the performance of these two procedures. The proposed testing
procedures are applied to detect changes in gene expression patterns and in predator versus prey population patterns of the Isle Royale National Park.
DOI Code:
10.1285/i20705948v10n1p194
Keywords:
Smooth-abrupt change; Likelihood ratio test; Information approach; Normal distribution.
Full Text: pdf