{"title":"A study on the change-point of the mean of panel data based on the two-parameter CUSUM estimator","authors":"Hao Chen, Rongzhe Ke","doi":"10.1117/12.2679223","DOIUrl":null,"url":null,"abstract":"In this paper, a CUSUM (Cumulative Sum) statistic containing two parameters is firstly proposed to estimate the location of the mean change-point, and the collinearity of the estimated quantity is proved. Secondly, the numerical simulation study presents satisfied result for the estimation of the mean change-point. Finally, by comparing with the other statistics, it is found that the two-parameter CUSUM statistic is more stable and the estimation of the mean change-point using this statistic is more accurate.","PeriodicalId":301595,"journal":{"name":"Conference on Pure, Applied, and Computational Mathematics","volume":"8 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2023-06-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Conference on Pure, Applied, and Computational Mathematics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1117/12.2679223","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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Abstract
In this paper, a CUSUM (Cumulative Sum) statistic containing two parameters is firstly proposed to estimate the location of the mean change-point, and the collinearity of the estimated quantity is proved. Secondly, the numerical simulation study presents satisfied result for the estimation of the mean change-point. Finally, by comparing with the other statistics, it is found that the two-parameter CUSUM statistic is more stable and the estimation of the mean change-point using this statistic is more accurate.
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