Jennifer S. K. Chan

The University of Sydney

Lecturer

Sydney, New South Wales 2006

Australia

  • The University of Sydney

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A Comparison of Estimators for Regression Models with Change Points

Number of pages: 34 Posted: 30 Mar 2010
Cathy W. S. Chen, Jennifer S. K. Chan, Richard H. Gerlach and William
Feng Chia University - Department of Statistics, The University of Sydney, University of Sydney and Graduate Institute of Statistics & Actuarial Science, Feng Chia University
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Abstract:

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Change point, Jump discontinuities, MCMC, Grid-search, Segmented regression