A novel sequential testing procedure for selecting the number of changepoints in segmented regression models
- Authors: Andrea Priulla; Nicoletta D'Angelo
- Publication year: 2023
- Type: Contributo in atti di convegno pubblicato in volume
- OA Link: http://hdl.handle.net/10447/582811
Abstract
In this work, we address the problem of selecting the number of changepoints in segmented regression models. We propose a novel stepwise procedure and assess its performance through simulation studies. We demonstrate that our proposal behaves well with the Gaussian and Binomial responses.