Please use this identifier to cite or link to this item: http://hdl.handle.net/1822/5731

TitleTesting for structural change in a mixture of linear regressions
Author(s)Faria, Susana
Soromenho, Gilda
KeywordsMixture of linear regression
EM algorithm
Test for structural change
Issue date2006
CitationINTERNATIONAL CONFERENCE ON INTERDISCIPLINARY MATHEMATICAL & STATISTICAL TECHNIQUES (SCRA2006/FIM XIII), 13, Tomar, Portugal, 2006 – “SCRA2006/FIM XIII”. [S.l. : s.n., 2006].
Abstract(s)Over the last years, several structural change tests have been extended to monitoring of linear regression models where new data arrive over time. In this work, we derive a new procedure for the problem testing for structural change in a mixture of linear regressions. In this procedure, the parameters of a mixture of linear regression model are estimated from all available data (initial data plus newly arrived data) and compared to the estimates based only on initial data. The procedure is illustrated through a simulation study on both simulated and real data sets.
TypePoster
URIhttp://hdl.handle.net/1822/5731
Peer-Reviewedyes
AccessOpen access
Appears in Collections:Offmath - Comunicações

Files in This Item:
File Description SizeFormat 
posterSCRA2006.pdf67,94 kBAdobe PDFView/Open

Partilhe no FacebookPartilhe no TwitterPartilhe no DeliciousPartilhe no LinkedInPartilhe no DiggAdicionar ao Google BookmarksPartilhe no MySpacePartilhe no Orkut
Exporte no formato BibTex mendeley Exporte no formato Endnote Adicione ao seu ORCID