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Volumn 11, Issue 3, 1996, Pages 211-221

Detecting changes of mean in multidimensional normal sequences with applications to literature and geology

Author keywords

AIC; Binary segmentation; Multiple change points; Multivariate normal; SIC

Indexed keywords


EID: 0030507004     PISSN: 09434062     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (25)

References (13)
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  • 2
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    • Model selection and Akaike's Information Criterion (AIC): The general theory and its analytical extensions
    • Bozdogan, H. (1987). Model selection and Akaike's Information Criterion (AIC): The general theory and its analytical extensions. Psychometrika 52, 345-370.
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    • Bozdogan, H.1
  • 3
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    • Pronouns and genre in Shakespeare's drama
    • Brainerd, B. (1979). Pronouns and genre in Shakespeare's drama. Computers and the Humanities 13, 3-16.
    • (1979) Computers and the Humanities , vol.13 , pp. 3-16
    • Brainerd, B.1
  • 4
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    • Columbia University Press, New York
    • Charney, M. (1993). All of Shakespeare, Columbia University Press, New York.
    • (1993) All of Shakespeare
    • Charney, M.1
  • 5
    • 84949331034 scopus 로고
    • The use of faces to represent points in k-dimensional space graphically
    • Chernoff, H. (1973). The use of faces to represent points in k-dimensional space graphically. J. Amer. Statist. Assoc. 68, 361-368.
    • (1973) J. Amer. Statist. Assoc. , vol.68 , pp. 361-368
    • Chernoff, H.1
  • 6
    • 0000263475 scopus 로고
    • The determination of the order of an autoregression
    • Hannan, E. J. and Quinn, B. G. (1979). The determination of the order of an autoregression. J. Roy. Statist. Soc. B41, 190-195.
    • (1979) J. Roy. Statist. Soc. B , vol.41 , pp. 190-195
    • Hannan, E.J.1    Quinn, B.G.2
  • 7
    • 70350343802 scopus 로고
    • Review about estimation of change points
    • (P. R. Krishnaiah and C. R. Rao, Eds.), Elsevier, Amsterdam
    • Krishnaiah, P. R. and Miao, B. Q. (1988). Review about estimation of change points. In Handbook of Statistics 7 (P. R. Krishnaiah and C. R. Rao, Eds.), Elsevier, Amsterdam, 375-402.
    • (1988) Handbook of Statistics , vol.7 , pp. 375-402
    • Krishnaiah, P.R.1    Miao, B.Q.2
  • 8
    • 0000070978 scopus 로고
    • A strongly consistent procedure for model selection in a regression problem
    • Rao, C. R. and Wu, Y. (1989). A strongly consistent procedure for model selection in a regression problem. Biometrika 76, 369-374.
    • (1989) Biometrika , vol.76 , pp. 369-374
    • Rao, C.R.1    Wu, Y.2
  • 9
    • 0000120766 scopus 로고
    • Estimating the dimension of a model
    • Schwarz, G. (1978). Estimating the dimension of a model. Ann. Statist. 6, 461-464.
    • (1978) Ann. Statist. , vol.6 , pp. 461-464
    • Schwarz, G.1
  • 11
    • 33749836127 scopus 로고
    • Likelihood ratio tests for a change in the multivariate normal mean
    • Srivastava, M. S. and Worsley, K. J. (1986). Likelihood ratio tests for a change in the multivariate normal mean. J. Amer. Statist. Assoc. 81, 199-204.
    • (1986) J. Amer. Statist. Assoc. , vol.81 , pp. 199-204
    • Srivastava, M.S.1    Worsley, K.J.2
  • 12
    • 0002085217 scopus 로고
    • Detecting "disorder" in multidimensional random processes
    • Vostrikova, L. Ju. (1981). Detecting "disorder" in multidimensional random processes. Soviet Math. Dokl. 24, 55-59.
    • (1981) Soviet Math. Dokl. , vol.24 , pp. 55-59
    • Vostrikova, L.Ju.1
  • 13
    • 46149133538 scopus 로고
    • On detection of the number of signals in the presence of white noise
    • Zhao, L. C., Krishnaiah, P. R., and Bai, Z. D. (1986). On detection of the number of signals in the presence of white noise. J. Mult. Anal. 20, 1-25.
    • (1986) J. Mult. Anal. , vol.20 , pp. 1-25
    • Zhao, L.C.1    Krishnaiah, P.R.2    Bai, Z.D.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.