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| Local Likelihood Method in the Problems Related to Chang Points |
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Citation： |
Krishnaiah. P. R.,Mao Boqi,Zhao Lincheng.Local Likelihood Method in the Problems Related to Chang Points[J].Chinese Annals of Mathematics B,1990,11(3):363~375 |
| Page view： 917
Net amount： 660 |
Authors： |
Krishnaiah. P. R.; Mao Boqi;Zhao Lincheng |
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| 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. |
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