Table 1 Constants and penalty funtions for different penalized criteria, in a heteroscedastic model with K segments.
criterion | β | pen(K) |
|---|---|---|
AIC | I | 2K |
BIG |
| 2K |
Jong (2003) | 10/3 | 3K - 1 |
Lebarbier (2003) | adaptive |
|
Lavielle (2003) | adaptive | 2K |
