Change-point methods for Weibull models
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V. K. Jandhyala; S. B. Fotopoulos; N. Evaggelopoulos
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Article
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1999
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John Wiley and Sons
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English
β 185 KB
π 2 views
We develop change-point methodology for identifying dynamic trends in the scale and shape parameters of a Weibull distribution. The methodology includes asymptotics of the likelihood ratio statistic for detecting unknown changes in the parameters as well as asymptotics of the maximum likelihood esti