6533b86dfe1ef96bd12ca4dc

RESEARCH PRODUCT

A novel sequential testing procedure for selecting the number of changepoints in segmented regression models

Andrea PriullaNicoletta D'angelo

subject

Hypothesis testing Segmented regression ChangepointsSettore SECS-S/01 - Statistica

description

In this work, we address the problem of selecting the number of changepoints in segmented regression models. We propose a novel stepwise procedure and assess its performance through simulation studies. We demonstrate that our proposal behaves well with the Gaussian and Binomial responses.

https://hdl.handle.net/10447/582811