| bibtype |
J -
Journal Article
|
| ARLID |
0041907 |
| utime |
20240103182817.5 |
| mtime |
20061010235959.9 |
| title
(primary) (eng) |
Change-point analysis based on empirical characteristic functions of ranks |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0290597 |
| ISSN |
0747-4946 |
| title
|
Sequential Analysis |
| volume_id |
2006 |
| volume |
25 (2006) |
| page_num |
1-16 |
|
| title
(cze) |
Analýza bodu změny založená na empirických charakteristických funkcích |
| keyword |
change point analysis |
| keyword |
empirical characteristic function |
| keyword |
ranks |
| author
(primary) |
| ARLID |
cav_un_auth*0101112 |
| name1 |
Hušková |
| name2 |
Marie |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0217891 |
| name1 |
Meintanis |
| name2 |
S. G. |
| country |
GR |
|
| COSATI |
12B |
| cas_special |
| project |
| project_id |
GA201/03/0945 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0005762 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
Test procedures for detection of a change in the distribution of a sequence of independent observations based on empirical characteristic functions of ranks are proposed and their properties are studied. The resulting test procedures are distribution free under the null hypothesis (no change in distribution). Theoretical results are accompanied by a simulation study. |
| abstract
(cze) |
V článku jsou studovány testovací procedury určené k detekci bodu změny pravděpodobnostního rozdělení posloupnosti nezávislých pozorování. Navrhované procedury jsou založeny na empirických charakteristických funkcích, jsou zkoumány jejich asymptotické vlastnosti a teoretické výsledky jsou doplněny simulační studií. |
| reportyear |
2007 |
| RIV |
BD |
| permalink |
http://hdl.handle.net/11104/0135250 |
| arlyear |
2006 |
| mrcbU63 |
cav_un_epca*0290597 Sequential Analysis 0747-4946 1532-4176 Roč. 2006 č. 25 2006 1 16 |
|