Segmentation and Estimation of Change-point Models: False Positive Control and Confidence Regions
Publication in refereed journal

香港中文大學研究人員

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替代計量分析
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其它資訊
摘要To segment a sequence of independent random variables at an unknown number of change-points, we introduce new procedures that are based on thresholding the likelihood ratio statistic, and give approximations for the probability of a false positive error when there are no change-points. We also study confidence regions based on the likelihood ratio statistic for the change-points and joint confidence regions for the change-points and the parameter values. Applications to segment array CGH data are discussed.
出版社接受日期01.05.2019
著者Xiao Fang, Jian Li, David Siegmund
期刊名稱Annals of Statistics
出版年份2020
卷號48
期次3
頁次1615 - 1647
國際標準期刊號0090-5364
電子國際標準期刊號2168-8966
語言美式英語

上次更新時間 2020-22-11 於 02:34