Change-Point Estimation and Detection for Mixture of Linear Regression Models
This paper studies the estimation and detection problems in the mixture of linear regression models with change point. An improved Expectation–Maximization (EM) algorithm is devised specifically for multi-classified mixture data with change points. Under appropriate conditions, the large-sample prop...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-05-01
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| Series: | Axioms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2075-1680/14/6/402 |
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