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Showing 1 to 9 of 9 for “"Change-point problem"”.

  1. On testing the change-point in the longitudinal bent line quantile regression model

    The problem of detecting changes has been receiving considerable attention in various fields. In general, the change-point problem is to identify the location(s) in an ordered sequence that divides this sequence into groups, which follow different models. This dissertation considers the …

    columbia-diss Repository record for On testing the change-point in the longitudinal bent line quantile regression model (opens in a new tab)

  2. Mehrdimensionale Change-Point-Schätzung mit U-Statistiken

    Wir betrachten ein mehrdimensionales Change-Point-Problem. Seien X1;n; : : : ;Xn;n unabhängige Zufallselemente bei denen q, q 2 N, Verteilungswechsel auftreten. Dass heisst, es existiert ein Vektor µ = (µ1; : : : ; µq) 2 Rq mit 0 = µ0 < µ1 < ¢ ¢ ¢ < µq < µq+1 = 1 sowie Verteilungen …

    qucosa-diss

  3. A Nonparametric Method for Ascertaining Change Points in Regression Regimes

    Of interest is the specific model called the joinpoint two regime regression or broken line model composed of one regression line and a horizontal ray. This is a very restricted but highly useful subset of the well-researched change point problem. The usual approach to a more general model was …

    gsu Repository record for A Nonparametric Method for Ascertaining Change Points in Regression Regimes (opens in a new tab)

  4. Detecting change-points in a Compound Poisson Process

    A statistical change point problem was first studied in the mid-1950s in the context of quality control in industrial processes. A change point is defined as a point in the time order when the probability distribution of a sequence of observations differs before and after that point. The literature …

    umkc Repository record for Detecting change-points in a Compound Poisson Process (opens in a new tab)

  5. Statistical learning methods for mining marketing and biological data

    … model real world data with temporal or spatial changes. First, a collaborated online change-point detection method is proposed to identify the change-points in sparse time series. It leverages the signals from the auxiliary time series such as engagement metrics to compensate the sparse revenue …

    njit Repository record for Statistical learning methods for mining marketing and biological data (opens in a new tab)

  6. Inference and Estimation in Change Point Models for Censored Data

    <p>In general, the change point problem considers inference of a change in distribution for a set of time-ordered observations. This has applications in a large variety of fields and can also apply to survival data. With improvements to medical diagnoses and treatments, incidences and mortality …

    odu Repository record for Inference and Estimation in Change Point Models for Censored Data (opens in a new tab)

  7. Statistical inference for dependent data

    … through statistical downscaling, we consider the change point problem and the two sample problem for temporally dependent functional data. Specifically, in Chapter 1, we develop a self-normalization based test to test the structural stability of temporally dependent functional observations. We …

    uiuc Repository record for Statistical inference for dependent data (opens in a new tab)

  8. Approximation of Quantiles of Rank Test Statistics Using Almost Sure Limit Theorems

    <p>There are many problems in statistics where the analysis is based on asymptotic distributions. In some cases, the asymptotic distribution is in an open form or is intractable. One possible solution is the logarithmic quantile estimation (LQE) method introduced by Thangavelu (2005) for rank tests …

    odu Repository record for Approximation of Quantiles of Rank Test Statistics Using Almost Sure Limit Theorems (opens in a new tab)

  9. High-dimensional change point detection for mean and location parameters

    Change point inference refers to detection of structural breaks of a sequence observation, which may have one or more distributional shifts subject to models such as mean or covariance changes. In this dissertation, we consider the offline multiple change point problem that the sample size is fixed …

    uiuc Repository record for High-dimensional change point detection for mean and location parameters (opens in a new tab)