𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Estimation of the change point of a distribution based on the number of failed test items

✍ Scribed by Zhenmin Chen; Dietmar Ferger; Jie Mi

Book ID
105857020
Publisher
Springer
Year
2001
Tongue
English
Weight
75 KB
Volume
53
Category
Article
ISSN
0026-1335

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

An estimator of the number of change poi
An estimator of the number of change points based on a weak invariance principle
✍ Christoph KΓΌhn πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 103 KB

We study an estimator of the number of change points in the drift of a stochastic process based on the Schwarz criterion. In a general statistical model where the additive measurement noise satisΓΏes a certain weak invariance principle (examples included are partial sums, renewal processes, and linea

Rank based estimators of the change-poin
Rank based estimators of the change-point
✍ Edit Gombay; Marie HuΕ‘kovΓ‘ πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 610 KB

Consider a sequence of independent random variables XI ..... X, having continuous distribution function F for 1 ~< i ~< m (<n) and a different continuous distribution function G for m <i ~< n, where m is unknown and called the change-point. We propose two classes of estimators of the change-point m