搜索结果: 1-4 共查到“理学 Change point”相关记录4条 . 查询时间(0.593 秒)
Model selection by LASSO methods in a change-point model
LASSO change-points selection criterion asymptotic behavior oracle properties
2011/8/25
Abstract: The paper considers a linear regression model with multiple change-points occurring at unknown times. The LASSO technique is very interesting since it allows the parametric estimation, inclu...
A procedure for the change point problem in parametric models based on phi-divergence test-statistics
Change point Information criterion Divergence Wald test-statistic General distributions
2011/8/25
Abstract: This paper studies the change point problem for a general parametric, univariate or multivariate family of distributions. An information theoretic procedure is developed which is based on ge...
Change point analysis of an exponential model based on Phi-divergence test-statistics: simulated critical points case
Change point Exponential model Likelihood ratio test Power-divergence test statistic
2011/8/25
Abstract: Recently Batsidis \textit{et al.} (2011) have presented a new procedure based on divergence measures for testing the hypothesis of the existence of a change point in exponential populations....
Maximum Score Change-Point Estimation in Binary Response Model
Binary response model change-point maximum score estimation
2007/8/7
This paper is concerned with the estimation of change-point in a binary response model with the assumption that the conditional median of the error term, given the explanatory variable, is zero. We co...