Tests for smooth-sbrupt changes with applications

Authors

  • Wei Ning Bowling Green State University
  • Ying-Ju Chen Department of Information Systems and Analytics Miami University, Oxford, OH 45056, USA

DOI:

https://doi.org/10.1285/i20705948v10n1p194

Keywords:

Smooth-abrupt change, Likelihood ratio test, Information approach, Normal distribution.

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.

Author Biography

Wei Ning, Bowling Green State University

Department of Mathematics and Statistics

Associate Professor of Statistics

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Published

26-04-2017

Issue

Vol. 10 No. 1 (2017): Electronic Journal of Applied Statistical Analysis

Section

Original Paper

License

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