| 关于只有一个变点模型的非参数推断 |
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| 引用本文： | 缪柏其.关于只有一个变点模型的非参数推断[J].系统科学与数学,1993,13(2):132-140. |
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| 作者姓名： | 缪柏其 |
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| 作者单位： | 中国科技大学数学系 合肥230026 |
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| 基金项目： | 国家教委高校博士点基金 |
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| 摘 要： | 这里 μ(t)为非随机函数,μ′(t)为 μ(t)的导函数,α,θ.为未知常数,0
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NONPARAMETRIC METHODS FOR A MODEL WITH AT MOST ONE CHANGE POINT |
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| MIAO BAI-QI.NONPARAMETRIC METHODS FOR A MODEL WITH AT MOST ONE CHANGE POINT[J].Journal of Systems Science and Mathematical Sciences,1993,13(2):132-140. |
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| Authors: | MIAO BAI-QI |
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| Institution: | University of Science and Technology of China,Hefei,230026 |
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| Abstract: | In this paper,the estimates and tests of the change point in a linear regression model arediscussed with Wilcoxon rank sum statistic when observations are large enough.Furthermore,the testing procedure on line is presented.Besides,a method for testing the change point is pro-posed with different observations before and after the change point. |
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