Accession Number : ADA185604

Title :   Local Likelihood Method in the Problems Related to Change Points.

Descriptive Note : Technical rept.,

Corporate Author : PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS

Personal Author(s) : Krishnaiah, P R ; Miao, B Q ; Zhao, L C

PDF Url : ADA185604

Report Date : Jun 1987

Pagination or Media Count : 4

Abstract : In this paper, the so-called local likelihood method is suggested for solving the change point problems when the data are distributed as multivariate normal. The detection procedures proposed not only provide strongly consistent estimates for the number and locations of the change points, but also simplify significantly the computation. Keywords: Edge detection; Information theory; Quality control. (Author)

Descriptors :   *POINTS(MATHEMATICS), *NORMAL DISTRIBUTION, CONSISTENCY, DETECTION, EDGES, ESTIMATES, INFORMATION THEORY, QUALITY CONTROL, MULTIVARIATE ANALYSIS, PROBLEM SOLVING

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE