Please use this identifier to cite or link to this item: http://hdl.handle.net/11455/71334
DC FieldValueLanguage
dc.contributor.authorLee, C.B.en_US
dc.date1998zh_TW
dc.date.accessioned2014-06-11T06:01:14Z-
dc.date.available2014-06-11T06:01:14Z-
dc.identifier.issn1017-0405zh_TW
dc.identifier.urihttp://hdl.handle.net/11455/71334-
dc.description.abstractThe problem of estimating the number of change points in a sequence of independent random variables is considered in a Bayesian framework. We find that, under mild assumptions and with respect to a suitable prior distribution, the posterior mode of the number of change points converges to the true number of change points in the frequentist sense. Furthermore, the posterior mode of the locations of the change points is shown to be within O-p(log n) of the true locations of the change points where n is the sample size. The prior distribution on the locations of the change points may be taken to be uniform. Finally, some simulated results are given, showing that the method works well in estimating the number of change points.en_US
dc.language.isoen_USzh_TW
dc.relationStatistica Sinicaen_US
dc.relation.ispartofseriesStatistica Sinica, Volume 8, Issue 3, Page(s) 923-939.en_US
dc.subjectchange pointsen_US
dc.subjectposterior distributionen_US
dc.subjectpartition modelsen_US
dc.titleBayesian estimation of the number of change pointsen_US
dc.typeJournal Articlezh_TW
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.openairetypeJournal Article-
item.cerifentitytypePublications-
item.fulltextno fulltext-
item.languageiso639-1en_US-
item.grantfulltextnone-
Appears in Collections:期刊論文
Show simple item record
 

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.