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Time-ordered classification

作者:DAVID V. HINKLEY · 发表于:Biometrika · 年份:1972 · DOI:10.1093/biomet/59.3.509 · 被引用次数:74 · 研究领域:Advanced Statistical Process Monitoring、Scientific Measurement and Uncertainty Evaluation、Statistical Methods and Inference

Classification for the special situation where observations after a certain time no longer come from the initial population is considered. The discussion focuses on inference about that time, often called the change-point. Some useful approximations are derived for the distributions of change-point statisties, and large-sample results are established for nuisance-parameter situations.