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Título:
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?-Divergence Based Procedure for Parametric Change-Point Problems
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Autores:
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Batsidis, Apostolos ;
Martin, N. ;
Pardo Llorente, Leandro ;
Zografos, K.
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Tipo de documento:
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texto impreso
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Editorial:
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Springer, 2016
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Dimensiones:
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application/pdf
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Nota general:
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info:eu-repo/semantics/restrictedAccess
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Idiomas:
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Palabras clave:
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Estado = Publicado
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Materia = Ciencias: Matemáticas: Estadística matemática
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Tipo = Artículo
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Resumen:
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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 general divergence measures for testing the hypothesis of the existence of a change. For comparing the exact sizes of the new test-statistic using the criterion proposed in Dale (J R Stat Soc B 48–59, 1986), a simulation study is performed for the special case of exponentially distributed random variables. A complete study of powers of the test-statistics and their corresponding relative local efficiencies, is also considered.
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En línea:
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https://eprints.ucm.es/37762/1/PardoLlorente106.pdf
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