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
Change-point methods and their applications: contributions of Ian MacNeill
โ Scribed by V. K. Jandhyala; S. Zacks; A. H. El-Shaarawi
- Publisher
- John Wiley and Sons
- Year
- 1999
- Tongue
- English
- Weight
- 178 KB
- Volume
- 10
- Category
- Article
- ISSN
- 1180-4009
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โฆ Synopsis
The present paper reviews the important contributions of Ian MacNeill to the theory and methodology of change-point analysis and environmental statistics. The review concentrates on four areas of change-point analysis: sequences of independent random variables; linear regression models with independent as well as serially correlated random errors; regression models with continuity constraints and spatial models of change-points.
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