English  |  正體中文  |  简体中文  |  Items with full text/Total items : 6507/11669
Visitors : 29975293      Online Users : 216
RC Version 3.2 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Adv. Search

Please use this identifier to cite or link to this item: http://ir.ncue.edu.tw/ir/handle/987654321/14075

Title: An Efficient Algorithm for Estimating a Change-point
Authors: Cheng, Tsung-Lin
Contributors: 數學系
Date: 2009-03
Issue Date: 2012-09-10T06:02:31Z
Publisher: Elsevier
Abstract: In this paper, we propose an efficient algorithm to remedy the drawbacks in the implementations of some renowned CUSUM-type estimations. The new approach not only reduces the computational time dramatically but also gives a much simpler proof of the consistency of the estimator of a change-point. The simulation study is conducted to illustrate the computational power of the proposed algorithm.
Relation: SCI, Statistics & Probability Letters, 79(5): 559-565
Appears in Collections:[數學系] 期刊論文

Files in This Item:

File SizeFormat

All items in NCUEIR are protected by copyright, with all rights reserved.


DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback