Modelling Covariates in Multipath Change
| Data(s) |
26/01/2014
26/01/2014
2005
|
|---|---|
| Resumo |
2000 Mathematics Subject Classification: 62N02 In the multipath change - point problems, it is often of interest to assess the impact of covariates on the change point itself as well as on the parameter before and after the change point. In this paper, we consider a simple model for the change-point distribution, and then through hazard, we include covariates in the change point distribution. Maximum likelihood estimation is discussed. |
| Identificador |
Pliska Studia Mathematica Bulgarica, Vol. 17, No 1, (2005), 241p-248p 0204-9805 |
| Idioma(s) |
en |
| Publicador |
Institute of Mathematics and Informatics Bulgarian Academy of Sciences |
| Palavras-Chave | #Covariate #maximum likelihood #modelling #multipath change - point problems |
| Tipo |
Article |
