搜索结果: 1-10 共查到“理论统计学 Change point”相关记录10条 . 查询时间(0.203 秒)
Power of Change-Point Tests for Long-Range Dependent Data
Change-point problems nonparametric change-point tests Wilcoxon two-sample rank test power of test local alternatives asymptotic relativeefficiency of tests long-range dependent data,long memory functional limit theorem
2013/4/28
We investigate the power of the CUSUM test and the Wilcoxon change-point test for a shift in the mean of a process with long-range dependent noise. We derive analytiv formulas for the power of these t...
The Lasso for High-Dimensional Regression with a Possible Change-Point
Lasso oracleine qualities sample splitting sparsity threshold models
2012/11/23
We consider a high-dimensional regression model with a possible change-point due to a covariate threshold and develop the Lasso estimator of regression coefficients as well as the threshold parameter....
A procedure for the change point problem in parametric models based on phi-divergence test-statistics
Change point Information criterion Divergence Wald test-statistic
2011/7/19
This paper studies the change point problem for a general parametric, univariate or multivariate family of distributions.
Non-parametric change-point detection using string matching algorithms
School of Mathematics, University of Bristol, University Walk, Bristol, BS8 1TW, UK
2011/7/7
Given the output of a data source taking values in a finite alphabet, we wish to detect change-points, that is times when the statistical properties of the source change.
Robust Retrospective Multiple Change-point Estimation for Multivariate Data
Change-point estimation multivariate data Kruskal-Wallis test robust statistics joint segmentation
2011/3/18
We propose a non-parametric statistical procedure for detecting multiple change-points in multidimensional signals. The method is based on a test statistic that generalizes the well-known Kruskal-Wall...
Multiple change-point Poisson model for threshold exceedances of air pollution concentrations
Applications (stat.AP)
2010/12/17
A Bayesian multiple change-point model is proposed to analyse violations of air quality standards by pollutants such as nitrogen oxides (NO2 and NO) and carbon monoxide (CO). The model is built on the...
A Cox Model with a Change-Point Applied to an Actuarial Problem
A Cox Model Change-Point an Actuarial Problem
2009/9/17
A Cox Model with a Change-Point Applied to an Actuarial Problem。
Posterior Convergence and Model Estimation in Bayesian Change-point Problems
change-point problems posterior distribution rate of convergence
2010/4/30
We study the posterior distribution of the Bayesian multiple change-point regression
problem when the number and the locations of the change-points are unknown. While it is
relatively easy to apply ...
Bootstrapping confidence intervals for the change-point of time series
confidence intervals block bootstrap mixing change in mean
2010/4/29
We study an AMOC time series model with an abrupt change in the mean and
dependent errors that fulfill certain mixing conditions. We obtain confidence intervals
for the unknown change-point via boot...
Change point estimation for the telegraph process observed at discrete times
discrete observations change point problem volatility regime switch telegraph process
2010/4/29
The telegraph process models a random motion with finite velocity and
it is usually proposed as an alternative to diffusion models. The process
describes the position of a particle moving on the rea...