搜索结果: 1-3 共查到“Change-point estimation”相关记录3条 . 查询时间(0.078 秒)
Robust Retrospective Multiple Change-point Estimation for Multivariate Data
Change-point estimation multivariate data Kruskal-Wallis test robust statistics joint segmentation
2011/3/18
We propose a non-parametric statistical procedure for detecting multiple change-points in multidimensional signals. The method is based on a test statistic that generalizes the well-known Kruskal-Wall...
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...
Change point estimation for the telegraph process observed at discrete times
discrete observations change point problem volatility regime switch telegraph process
2010/4/29
The telegraph process models a random motion with finite velocity and
it is usually proposed as an alternative to diffusion models. The process
describes the position of a particle moving on the rea...