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A New Class of Weighted CUSUM Statistics

A change point is a location or time at which observations or data obey two different models: before and after. In real problems, we may know some prior information about the location of the change point, say at the right or left tail of the sequence. How does one incorporate the prior information i...

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Detalles Bibliográficos
Autores principales:	Shi, Xiaoping, Wang, Xiang-Sheng, Reid, Nancy
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	MDPI 2022
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9689417/ https://www.ncbi.nlm.nih.gov/pubmed/36421507 http://dx.doi.org/10.3390/e24111652

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