Local Likelihood Method in the Problems Related to Change Points.

Abstract

In this paper, the so-called local likelihood method is suggested for solving the change point problems when the data are distributed as multivariate normal. The detection procedures proposed not only provide strongly consistent estimates for the number and locations of the change points, but also simplify significantly the computation. Keywords: Edge detection; Information theory; Quality control. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1987
Accession Number
ADA185604

Entities

People

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

Organizations

  • University of Pittsburgh

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Air Force
  • Change Detection
  • Classification
  • Computations
  • Contracts
  • Detection
  • Equations
  • Governments
  • Multivariate Analysis
  • National Governments
  • Notation
  • Probability
  • Quality Control
  • Random Variables
  • Scientific Research
  • Step Functions
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Computer Networking
  • Statistical inference.