U-Statistic Based Modified Information Criterion for Change Point Problems
نویسندگان
چکیده
منابع مشابه
Application of Modified Information Criterion to Multiple Change Point Problems
The modified information criterion (MIC) is applied to detect multiple change points in a sequence of independent random variables. We find that the method is consistent in selecting the correct model, and the resulting test statistic has a simple limiting distribution. We show that the estimators for locations of change points achieve the best convergence rate, and their limiting distribution ...
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ژورنال
عنوان ژورنال: Communications in Statistics - Theory and Methods
سال: 2008
ISSN: 0361-0926,1532-415X
DOI: 10.1080/03610920801983185