The change-point problem for dependent observations
نویسندگان
چکیده
منابع مشابه
the algorithm for solving the inverse numerical range problem
برد عددی ماتریس مربعی a را با w(a) نشان داده و به این صورت تعریف می کنیم w(a)={x8ax:x ?s1} ، که در آن s1 گوی واحد است. در سال 2009، راسل کاردن مساله برد عددی معکوس را به این صورت مطرح کرده است : برای نقطه z?w(a)، بردار x?s1 را به گونه ای می یابیم که z=x*ax، در این پایان نامه ، الگوریتمی برای حل مساله برد عددی معکوس ارانه می دهیم.
15 صفحه اولOptimal Change-Point Estimation from Indirect Observations
We study nonparametric change-point estimation from indirect noisy observations. Focusing on the white noise convolution model, we consider two classes of functions that are smooth apart from the change-point. We establish lower bounds on the minimax risk in estimating the change-point and develop rate optimal estimation procedures. The results demonstrate that the best achievable rates of conv...
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Many longitudinal studies involve relating an outcome process to a set of possibly time-varying covariates, giving rise to the usual regression models for longitudinal data. When the purpose of the study is to investigate the covariate effects when experimental environment undergoes abrupt changes or to locate the periods with different levels of covariate effects, a simple and easy-to-interpre...
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We construct a simple counterexample to the conjectures of Pollak (1985) and Yakir, Krieger and Pollak (1999), which state that Page’s CUSUM procedure and the Shiryayev-Roberts procedure are asymptotically minimax optimal for dependent observations. Moreover, our example shows that the close relationship between open-ended tests and change-point detection procedures no longer holds for dependen...
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ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 1996
ISSN: 0378-3758
DOI: 10.1016/0378-3758(95)00148-4