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Detecting Change Points in Polynomial Regression Models with an Application to Cable Data Sets

โœ Scribed by Yin-cai Tang; He-liang Fei


Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2004
Tongue
English
Weight
232 KB
Volume
20
Category
Article
ISSN
0168-9673

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Change-point methods for Weibull models
โœ V. K. Jandhyala; S. B. Fotopoulos; N. Evaggelopoulos ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 185 KB ๐Ÿ‘ 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