Testing for structural change in a mixture of linear regressions

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 paramete...

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Bibliographic Details
Main Author: Faria, Susana (author)
Other Authors: Soromenho, Gilda (author)
Format: conferencePoster
Language:eng
Published: 2006
Subjects:
Mixture of linear regression
EM algorithm
Test for structural change
Online Access:http://hdl.handle.net/1822/5731
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/5731

Internet

http://hdl.handle.net/1822/5731

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