基于修正经验似然法的非参数 Shiryaev-Roberts 变点检测程序

IF 1.2 4区数学 Q2 STATISTICS & PROBABILITY

Journal of Applied Statistics Pub Date : 2024-01-23 DOI:10.1080/02664763.2024.2307532

Peiyao Wang, Wei Ning

引用次数: 0

摘要

序列变化点分析能确定无限序列随机观测中概率分布的变化，在许多领域都有重要应用。一个好的方法应...

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Nonparametric Shiryaev-Roberts change-point detection procedures based on modified empirical likelihood

Sequential change-point analysis, which identifies a change of probability distribution in an infinite sequence of random observations, has important applications in many fields. A good method shou...

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来源期刊

Journal of Applied Statistics 数学-统计学与概率论

CiteScore

3.40

自引率

0.00%

发文量

126

审稿时长

6 months

期刊介绍： Journal of Applied Statistics provides a forum for communication between both applied statisticians and users of applied statistical techniques across a wide range of disciplines. These areas include business, computing, economics, ecology, education, management, medicine, operational research and sociology, but papers from other areas are also considered. The editorial policy is to publish rigorous but clear and accessible papers on applied techniques. Purely theoretical papers are avoided but those on theoretical developments which clearly demonstrate significant applied potential are welcomed. Each paper is submitted to at least two independent referees.