位置与刻度参数模型变点的非参数检验及其渐近性质  

Change-point tests of location and scale parameters model and its approximate distribution

作　　者：肖楠[1] 唐敏[1] 巫奇华[1] 

机构地区：[1]景德镇陶瓷学院数学教研室,江西景德镇333001

出　　处：《佛山科学技术学院学报（自然科学版）》2006年第1期1-4,共4页Journal of Foshan University(Natural Science Edition)

摘　　要：讨论位置与刻度参数模型变点的检验问题和检验统计量的渐近正态性。文中通过引入核函数,得到U-统计量,进一步构造参数变点的统计量,利用B row n桥的性质,进行检验并分析检验量的渐近性质。In this paper the change-point problem about the location and scale parameters model has been discussed based on two-sample U-statistic. The test statistic is proposed, and its approximate distribution is obtained. At the same time, with the U-statistics and Brownian bridge, the hypothesis test is also discussed.

关 键 词：变点 U-统计量 位置与刻度参数模型 Brown桥 

分 类 号：O213[理学—概率论与数理统计] O212.7[理学—数学]