The Asymptotic Distribution for a Single Joinpoint Changepoint Model
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arXiv
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| Auteurs principaux: | , |
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| Format: | Preprint |
| Publié: |
2025
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| _version_ | 1866911284277018624 |
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| author | Shi, Xueheng Lund, Robert |
| author_facet | Shi, Xueheng Lund, Robert |
| contents | A single joinpoint changepoint model partitions a time series into two segments, joined at the changepoint time by constraining the estimated piecewise linear regression responses to be continuous. This manuscript derives the exact asymptotic distribution of the changepoint existence test statistic gauging whether or not a second segment is necessary. The identified asymptotic distribution, a supremum of a Gaussian process over the unit interval, is rather unwieldy. The work presented here provides the result and its derivation; quantiles of the asymptotic distribution are presented for the user. This addresses a subtle gap in the changepoint literature. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2511_17942 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | The Asymptotic Distribution for a Single Joinpoint Changepoint Model Shi, Xueheng Lund, Robert Methodology A single joinpoint changepoint model partitions a time series into two segments, joined at the changepoint time by constraining the estimated piecewise linear regression responses to be continuous. This manuscript derives the exact asymptotic distribution of the changepoint existence test statistic gauging whether or not a second segment is necessary. The identified asymptotic distribution, a supremum of a Gaussian process over the unit interval, is rather unwieldy. The work presented here provides the result and its derivation; quantiles of the asymptotic distribution are presented for the user. This addresses a subtle gap in the changepoint literature. |
| title | The Asymptotic Distribution for a Single Joinpoint Changepoint Model |
| topic | Methodology |
| url | https://arxiv.org/abs/2511.17942 |