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Details for article 8 of 19 found articles
| Title: |
Estimation in multi-path change-point problems |
| Author: |
Joseph, Lawrence Wolfson, David B. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 21 (1992) nr. 4 pages 897-913 |
| Year: |
1992 |
| Contents: |
The current literature deals with the change-point problem only in the context of the obser¬vation of a single sequence. In this paper, inference will be based on the observation of TV sequences of random variables, each sequence containing one change-point. This extension allows the effective use of bootstrap and empirical Bayes methods, both of which are not feasible in the single-path context. Two classes of these “multi-path” change-point problems are considered. If the change-point is assumed to occur at the the same position in each sequence, then the terminology “fixed-tau multi-path change-point” will be used. In other cases, one may expect the change-point to occur at random positions in each sequence, according to some distribution, a “random-tau multi-path change-point” problem. Examples and simulations are given. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 8 of 19 found articles
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