𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Graphically based interval estimation for the change-point

✍ Scribed by Benzion Boukai


Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
718 KB
Volume
17
Category
Article
ISSN
0167-9473

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Rank based estimators of the change-poin
✍ 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

Modified estimators for the change point
✍ Durdu Karasoy; Cem Kadilar πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 377 KB

We propose the consistent estimators for the change point in hazard function by improving the estimators in [A.

Discretizing a Normal Prior for Change P
✍ Walter W. Piegorsch πŸ“‚ Article πŸ“… 1987 πŸ› John Wiley and Sons 🌐 English βš– 333 KB πŸ‘ 3 views

Bayes decieion produrea are considered for change point eetimation in the simple bilinear aeg- mentsd model. A diecretized normal prior density ia employed as the prior distribution for the change point index. Poeterior probability functiom are developed for thia index under e vague prior formulatio

Mean estimation in the presence of chang
✍ M. Rueda; I. SΓ‘nchez-Borrego; A. Arcos πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 375 KB

In this study we address the problem of the mean estimation of the IBEX-35 index stock quotes in the presence of change points. We rely on nonparametric regression methods for detecting and estimating changes points, and for estimating the discontinuous regression function. Model-assisted and model-

An estimator of the number of change poi
✍ 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