On Detection of Change Points Using Mean Vectors.

Abstract

In this paper, the authors consider the problem of change points within the framework of model selection procedures using information theoretic criteria. The authors proposed procedures for estimation of the locations of change points and the number of change points. The strong consistency of these procedures is also established. Also, the problem of change points is discussed within the framework of the simultaneous test procedures. Keywords: Edge detecting; Quality control; Normal distribution; Multivariate analysis. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1986
Accession Number
ADA185581

Entities

People

  • B. Q. Miao
  • L. C. Zhao
  • Paruchuri R. Krishnaiah

Organizations

  • University of Pittsburgh

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Air Force Facilities
  • Change Detection
  • Consistency
  • Covariance
  • Data Science
  • Detection
  • Governments
  • Inequalities
  • Information Science
  • Multivariate Analysis
  • Notation
  • Probability
  • Random Variables
  • Scientific Research
  • United States Government
  • Universities

Fields of Study

  • Education
  • Mathematics

Readers

  • Organizational Process Management (OPM).
  • Statistical inference.