In this paper, we consider an estimation problem about the tensor coefficient in a regression model with multiple and unknown change-points. We generalize some recent findings five ways. First, studied is more general than one context of matrix parameter Second, develop asymptotic results estimators Third, construct class shrinkage that encompasses unrestricted estimator (UE) restricted (RE). F...

The process personnel always seek the opportunity to improve the processes. One of the essential steps for process improvement is to quickly recognize the starting time or the change point of a process disturbance. Different from the traditional normally distributed assumption for a process, this study considers a process which follows a gamma process. In addition, we consider the possibility o...

In this article, we propose a class of test statistics for change point in the mean high-dimensional independent data. Our integrates U-statistic based approach recent work by Wang et al. and Lq-norm He al., inherits several appealing features such as being tuning parameter free asymptotic independence corresponding to even q’s. A simple combination different q’s leads with adaptive power prope...

Abstract. We present a Bayesian analysis for recurrent events data using a nonhomogeneous mixed Poisson point process with a dynamic subject-specific frailty function and a dynamic baseline intensity func- tion. The dynamic subject-specific frailty employs a dynamic piecewise constant function with a known pre-specified grid and the baseline in- tensity uses an unknown grid for the piecewise ...