Please use this identifier to cite or link to this item: http://hdl.handle.net/10525/2287

 Title: Modelling Covariates in Multipath Change Authors: Sanjari Farsipour, N. Keywords: Covariatemaximum likelihoodmodellingmultipath change - point problems Issue Date: 2005 Publisher: Institute of Mathematics and Informatics Bulgarian Academy of Sciences Citation: Pliska Studia Mathematica Bulgarica, Vol. 17, No 1, (2005), 241p-248p Abstract: 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. Description: 2000 Mathematics Subject Classification: 62N02 URI: http://hdl.handle.net/10525/2287 ISSN: 0204-9805 Appears in Collections: 2005 Volume 17

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