頁籤選單縮合
題名 | On An Efficient Algorithm for Boundary Estimation= |
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作者 | Cheng, Tsung-lin; Lu, Xue-wen; |
期刊 | 中國統計學報 |
出版日期 | 20071200 |
卷期 | 45:4 2007.12[民96.12] |
頁次 | 頁372-385 |
分類號 | 319.4 |
語文 | eng |
關鍵詞 | Change-curve detection; Random fields; Boundary estimation; |
英文摘要 | We propose a novel and efficient algorithm to detect the change-curve which separates a random field into two parts with distinct distributions. This algorithm, compared with the cumulative-sums (CUSUM) estimations in the one-dimensional case (cf. Cheng 2006), not only simplifies the proofs of the consistency of the estimators of the change-point but also dramatically reduces the computation time without sacrificing too much precision. We extend this method to the random fields under mild conditions. To illustrate the algorithm, we perform some Monte Carlo simulations for different models with different changes. |
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