Accession Number : ADA186030
Title : Detecting and Interval Estimation About a Slope Change Point.
Descriptive Note : Technical rept.,
Corporate Author : PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS
Personal Author(s) : Krishnaiah, P R ; Miao, B Q
PDF Url : ADA186030
Report Date : Jun 1987
Pagination or Media Count : 30
Abstract : In this paper, the authors consider the problem of change points using Gaussian process. The distribution of the statistic to estimate a change point constructed in this paper can be approximated by the first type of extrimal distribution. Based on this, detection and interval estimation of a change point in various situations are discussed. Keywords: Variance; Heuristic methods; Asymptotic normality.
Descriptors : *STATISTICAL DISTRIBUTIONS, *INTERVALS, *SLOPE, ASYMPTOTIC NORMALITY, DETECTION, ESTIMATES, HEURISTIC METHODS, WHITE NOISE, BROWNIAN MOTION, MULTIVARIATE ANALYSIS, APPROXIMATION(MATHEMATICS)
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE