{"title":"基于双参数CUSUM估计量的面板数据均值变化点研究","authors":"Hao Chen, Rongzhe Ke","doi":"10.1117/12.2679223","DOIUrl":null,"url":null,"abstract":"In this paper, a CUSUM (Cumulative Sum) statistic containing two parameters is firstly proposed to estimate the location of the mean change-point, and the collinearity of the estimated quantity is proved. Secondly, the numerical simulation study presents satisfied result for the estimation of the mean change-point. Finally, by comparing with the other statistics, it is found that the two-parameter CUSUM statistic is more stable and the estimation of the mean change-point using this statistic is more accurate.","PeriodicalId":301595,"journal":{"name":"Conference on Pure, Applied, and Computational Mathematics","volume":"8 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2023-06-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A study on the change-point of the mean of panel data based on the two-parameter CUSUM estimator\",\"authors\":\"Hao Chen, Rongzhe Ke\",\"doi\":\"10.1117/12.2679223\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper, a CUSUM (Cumulative Sum) statistic containing two parameters is firstly proposed to estimate the location of the mean change-point, and the collinearity of the estimated quantity is proved. Secondly, the numerical simulation study presents satisfied result for the estimation of the mean change-point. Finally, by comparing with the other statistics, it is found that the two-parameter CUSUM statistic is more stable and the estimation of the mean change-point using this statistic is more accurate.\",\"PeriodicalId\":301595,\"journal\":{\"name\":\"Conference on Pure, Applied, and Computational Mathematics\",\"volume\":\"8 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-06-14\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Conference on Pure, Applied, and Computational Mathematics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1117/12.2679223\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Conference on Pure, Applied, and Computational Mathematics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1117/12.2679223","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
A study on the change-point of the mean of panel data based on the two-parameter CUSUM estimator
In this paper, a CUSUM (Cumulative Sum) statistic containing two parameters is firstly proposed to estimate the location of the mean change-point, and the collinearity of the estimated quantity is proved. Secondly, the numerical simulation study presents satisfied result for the estimation of the mean change-point. Finally, by comparing with the other statistics, it is found that the two-parameter CUSUM statistic is more stable and the estimation of the mean change-point using this statistic is more accurate.
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