至多一个变点模型的统计推断  

Statistical Inference in a Model with at Most One Change-point

作　　者：谭智平 

机构地区：[1]衡阳师专教学系,衡阳421008

出　　处：《应用概率统计》1996年第1期43-54,共12页Chinese Journal of Applied Probability and Statistics

摘　　要：对至多一个变点模型,其中‘(1/n),…,‘(n/n)独立同分布,借助高斯过程理论,利用第一型极值分布逼近本文所提出的变点估计量的分布,讨论了关于变点t_0,跳跃度(α2-α1)和斜率变度(β2-β1)的假设检验和区间估计问题。For the change-point model with at most one change X(i/n) = f(i/n) + ε(i/n), wherendently and identically distributed, the distribution of the estimator of the change point proposed in this paper can be approaximated by the first type of the extremal distribution with the help of the theory of Gaussian process. The problem of testing and interval estimation about the change-point to the magnitude of jump (α2-α1) and the magnitude of slope change (β2 - β1) are considered.

关 键 词：变点 区间估计 假设检验 跳跃度 统计推断 

分 类 号：O212.1[理学—概率论与数理统计]