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arXiv 1608.03032math.STstat.TH
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变点模型的分割和估计:假阳性控制和置信区域

Segmentation and Estimation of Change-point Models: False Positive Control and Confidence Regions

Xiao Fang, Jian Li, David Siegmund

摘要:

为了分割一个序列的独立随机变量在一个未知数的变化点,我们引入了新的程序,是基于阈值的似然比统计。我们还研究了基于似然比统计量的变点的置信区域和变点与参数值的联合置信区域。讨论了分段阵列计算全息数据的应用。

英文摘要:

To segment a sequence of independent random variables at an unknown number of change-points, we introduce new procedures that are based on thresholding the likelihood ratio statistic. We also study confidence regions based on the likelihood ratio statistic for the change-points and joint confidence regions for the change-points and the parameter values. Applications to segment array CGH data are discussed.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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