Uniform change point tests in high dimension
نویسندگان
چکیده
منابع مشابه
Change-Point Tests for Precipitation Data
A new method is required for change-point testing of precipitation data that is capable of applying valid precipitation models. First, stochastic precipation models are researched and classified. Typically, the occurrence of rain is modeled using a two-state, first-order Markov chain, and the intensity of rain is modeled using a two-parameter gamma distribution. Using the likelihood ratio test ...
متن کاملChange Point Estimation in High Yield Processes in the Presence of Serial Correlation
Change point estimation is as an effective method for identifying the time of a change in production and service processes. In most of the statistical quality control literature, it is usually assumed that the quality characteristic of interest is independently and identically distributed over time. It is obvious that this assumption could be easily violated in practice. In this paper, we use m...
متن کاملState Description of Wireless Channels Using Change-Point Statistical Tests
Wireless channels are characterized by highly dynamic time-varying nature often manifesting non-stationary behavior. In this paper we consider the state of a wireless channel in terms of the piecewise covariance stationary signal-to-noise ratio (SNR) process and parameterize it using the probability distribution function of the received SNR and lag-1 autocorrelation coefficient of the correspon...
متن کاملOn Disinflation since 1982: An Application of Change-Point Tests
On October 6, 1979, the Federal Open Market Committee of the Federal Reserve System embarked on an aggressive policy to lower the inflation rate, which then stood near 12 percent. That effort succeeded: By the mid-1980s, the rate of change in the Consumer Price Index (CPI) was reduced to less than 4 percent on a three-year moving-average basis, as shown in figure 1. The commonly reported measur...
متن کاملNonparametric tests of change-point with tapered data
In this work we build two families of nonparametric tests using tapered data for the off-line detection of change-points in the spectral characteristics of a stationary Gaussian process. This is done using the Kolmogorov-Smirnov’s Statistics based on integrated tapered periodograms. The convergence is obtained under the null hypothesis by means of a double indexed (frequency time) process toget...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2015
ISSN: 0090-5364
DOI: 10.1214/15-aos1347