Term of Award
Master of Science in Mathematics (M.S.)
Document Type and Release Option
Thesis (open access)
Department of Mathematical Sciences
Committee Member 1
Committee Member 2
Change point is a statistic phenomenon, which has many direct applications in climatology, bioinformatics, finance, oceanography and medical imaging. In this thesis, we investigate the sensitivity of the F-test for detecting change points in linear regression, using a two-phase linear regression model. it offers an effective method to detect "undocumented" change points using a form of an F-test. Using simulated data, we explore its sensitivity and accuracy with respect t different parameters in the model.
Sun, Jing, "An Investigation of Sensitivity of an F Test in Locating Change Points in Linear Regression" (2014). Electronic Theses & Dissertations. 1194.