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Volumn 45, Issue 8, 2003, Pages 946-958

Tests for an Epidemic Change in a Sequence of Exponentially Distributed Random Variables

Author keywords

Asymptotic distribution; Change points; Epidemic Change; Estimation; Likelihood ratio statistics

Indexed keywords

EPIDEMIOLOGY; STATISTICAL TESTS; STATISTICS;

EID: 0346392122     PISSN: 03233847     EISSN: None     Source Type: Journal    
DOI: 10.1002/bimj.200390062     Document Type: Article
Times cited : (15)

References (16)
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    • Testing and Locating Variance Change points with Applications to Stock Prices
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    • Chen, J.1    Gupta, A.K.2
  • 4
    • 85163234747 scopus 로고    scopus 로고
    • Parametric Statistical Change Point Analysis
    • CHEN, JIE and GUPTA, A. K., 2000: Parametric Statistical Change Point Analysis. Birkhauser.
    • (2000) Birkhauser
    • Chen, J.1    Gupta, A.K.2
  • 5
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    • Asymptotic distributions of Maximum Likelihood Tests for Change in the Mean
    • GOMBAY, EDIT and HOVARTH, LAJOS, 1990: Asymptotic distributions of Maximum Likelihood Tests for Change in the Mean. Biometrika, 77, 411-414.
    • (1990) Biometrika , vol.77 , pp. 411-414
    • Gombay, E.1    Hovarth, L.2
  • 6
    • 0030507004 scopus 로고    scopus 로고
    • Detecting Changes of Mean in Multidimensional Normal Sequences with Applications to Literature and Geology
    • GUPTA, A. K. and CHEN, J., 1996: Detecting Changes of Mean in Multidimensional Normal Sequences with Applications to Literature and Geology. Computational Statistics, 11, 211-221.
    • (1996) Computational Statistics , vol.11 , pp. 211-221
    • Gupta, A.K.1    Chen, J.2
  • 8
    • 0003153817 scopus 로고
    • Detecting Shifts of Parameter in Gamma Sequences with Applications to Stock Prices and Air Traffic Flow Analysis
    • HSU, D. A., 1979: Detecting Shifts of Parameter in Gamma Sequences with Applications to Stock Prices and Air Traffic Flow Analysis. Journal of the American Statistical Association, 74, 31-40.
    • (1979) Journal of the American Statistical Association , vol.74 , pp. 31-40
    • Hsu, D.A.1
  • 11
    • 0000867079 scopus 로고
    • Test Procedures for Possible Changes in Parameters of Statistical Distributions occurring at Unknown Time Points
    • KANDER, Z. and ZACKS, S., 1966: Test Procedures for Possible Changes in Parameters of Statistical Distributions occurring at Unknown Time Points. Annals of Mathematical Statistics, 37, 1196-1210.
    • (1966) Annals of Mathematical Statistics , vol.37 , pp. 1196-1210
    • Kander, Z.1    Zacks, S.2
  • 12
    • 0022386587 scopus 로고
    • The Cusum Test of Homogeneity with an Application in Spontaneous Abortion Epidemiology
    • LEVIN, BRUCE and KLINE, JENNIE, 1985: The Cusum Test of Homogeneity with an Application in Spontaneous Abortion Epidemiology. Statistics in Medicine, 4, 469-488.
    • (1985) Statistics in Medicine , vol.4 , pp. 469-488
    • Levin, B.1    Kline, J.2
  • 13
    • 0012492891 scopus 로고
    • Approximate Tail Probabilities for the Maxima of Some Random Fields
    • SIEGMUND, DAVID, 1988a: Approximate Tail Probabilities for the Maxima of Some Random Fields. Annals of Probability, 16, 67-80.
    • (1988) Annals of Probability , vol.16 , pp. 67-80
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  • 14
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    • Confidence Sets in Change-Point Problems
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    • Siegmund, D.1
  • 16
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    • Test of Change-Points with Epidemic Alternatives
    • YAO, QIWEI, 1993: Test of Change-Points with Epidemic Alternatives, Biometrika, 80, 179-191.
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    • Yao, Q.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.