کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146360 957506 2011 5 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Consistent multiple testing for change points
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Consistent multiple testing for change points
چکیده انگلیسی

The change point problem for independent normal means is considered as a multiple testing problem. Two stepwise methods are considered. Namely, the binary segmentation method of Vostrikova (1981) [7] and the maximum residual down method of Cohen et al. (2009) [5]. Both of these methods are shown to be consistent. Consistent here means that as sample sizes tend to infinity, the probability of making an error (false rejection or false acceptance) tends to zero.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 102, Issue 10, November 2011, Pages 1339–1343
نویسندگان
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