کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4643581 | 1341393 | 2006 | 25 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Permutation principles for the change analysis of stochastic processes under strong invariance
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Permutation principles for the change analysis of stochastic processes under strong invariance Permutation principles for the change analysis of stochastic processes under strong invariance](/preview/png/4643581.png)
چکیده انگلیسی
Approximations of the critical values for change-point tests are obtained through permutation methods. Both, abrupt and gradual changes are studied in models of possibly dependent observations satisfying a strong invariance principle, as well as gradual changes in an i.i.d. model. The theoretical results show that the original test statistics and their corresponding permutation counterparts follow the same distributional asymptotics. Some simulation studies illustrate that the permutation tests behave better than the original tests if performance is measured by the αα- and ββ-error, respectively.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 186, Issue 1, 1 February 2006, Pages 64–88
Journal: Journal of Computational and Applied Mathematics - Volume 186, Issue 1, 1 February 2006, Pages 64–88
نویسندگان
Claudia Kirch, Josef Steinebach,