Construction of conservative test for change-point problem in two-dimensional random fields

Yoshiyuki Ninomiya

研究成果: Contribution to journalArticle査読

6 被引用数 (Scopus)

抄録

This paper is concerned with a change-point problem in random fields. Tests for detecting a change-structure in a two-way table are constructed. Solutions to this problem require calculations of multiple integrals, but the calculations become difficult as the table gets large. To overcome this difficulty, the tube method is developed in differential geometry. It is shown by simulations that the proposed method is superior to other available methods.

本文言語英語
ページ(範囲)219-242
ページ数24
ジャーナルJournal of Multivariate Analysis
89
2
DOI
出版ステータス出版済み - 5 2004

All Science Journal Classification (ASJC) codes

  • 統計学および確率
  • 数値解析
  • 統計学、確率および不確実性

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