| 位置参数变点的统计推断 |
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| 引用本文： | 邓薇,熊波,黄黎康.位置参数变点的统计推断[J].统计与信息论坛,2010,25(7):14-16. |
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| 作者姓名： | 邓薇 熊波 黄黎康 |
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| 作者单位： | 1. 中南财经政法大学,统计与数学学院,湖北,武汉,430074
2. 湖北水利水电职业技术学院,建筑系,湖北,武汉,430072 |
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| 摘 要： | 关于随机变量序列中是否存在变点的问题一直不断地有人研究,对变点进行估计具有很重要的应用价值。为此,研究至多一个变点的位置参数变点问题,对变点是否存在进行假设检验,论证相关统计量的渐进性质,在此基础上提出变点的一种点估计,并证明估计的强相合性。
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| 关 键 词： | 变点 U-统计量 Brown桥 |
Nonparametric Statistical Inference for Change-point of Locationa Parameter |
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| DENG Wei,XIONG Bo,HUANG Li-kang.Nonparametric Statistical Inference for Change-point of Locationa Parameter[J].Statistics & Information Tribune,2010,25(7):14-16. |
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| Authors: | DENG Wei XIONG Bo HUANG Li-kang |
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| Institution: | 1.School of Statistics and Mathematics,Zhongnan University of Economics and Law,Wuhan 430074,China;2.Department of Construction,Hubei Water Resources Technical College,Wuhan 430072,China) |
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| Abstract: | The change-point problem about the location parameter has always been discussed,and estimation of the change-point has important applications.In this paper,a hypothesis test is proposed for detecting the change point t0.Asymptotically strongly consistent estimator of t0 is given. |
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| Keywords: | change point U-statistic Brownian bridge |
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