𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Permutation tests in change point analysis

✍ Scribed by Jaromı́r Antoch; Marie Hušková


Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
115 KB
Volume
53
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Perpetuities and asymptotic change-point
✍ Michael Baron; Andrew L. Rukhin 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 111 KB

The distribution of stochastically discounted sums (perpetuities) is studied. For Bernoulli-type variables a canonical representation of this distribution is obtained, and it is proven to be singular continuous. In the asymptotic setting of the change-point estimation problem the limiting behavior o

Rank tests for two change points
✍ Emad-Eldin A.A. Aly; Sana S. BuHamra 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 464 KB
Likelihood Ratio and Cumulative Sum Test
✍ H.J. Kim 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 664 KB

Our concern in this paper is a detection of a change in regression coefficients of a linear model. First, we examine the null and alternative distributions of the likelihood ratio statistic and study its asymptotic behavior. We then propose analytic approximations for the \(p\)-value and power of th

On the Rate of Approximations for Maximu
✍ Edit Gombay; Lajos Horváth 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 886 KB

We study the asymptotics of maximum-likelihood ratio-type statistics for testing a sequence of observations for no change in parameters against a possible change while some nuisance parameters remain constant over time. We obtain extreme value as well as Gaussian-type approximations for the likeliho