최소 단어 이상 선택하여야 합니다.
최대 10 단어까지만 선택 가능합니다.
다음과 같은 기능을 한번의 로그인으로 사용 할 수 있습니다.
NTIS 바로가기한국통계학회 논문집 = Communications of the Korean Statistical Society, v.12 no.2, 2005년, pp.483 - 496
Kim Hyunsoo (School of Information and Communications Engineering, Sungkyunkwan University) , Kim Seong W. (Division of Applied Mathematics, Hanyang University) , Jang Hakjin (Division of Applied Mathematics, Hanyang University)
We consider the power law process which is assumed to have multiple changepoints. We propose a binary segmentation procedure for locating all existing changepoints. We select one model between the no-changepoints model and the single changepoint model by the Bayes factor. We repeat this procedure un...
Ascher, H. and Feingold, H. (1984). Repairable Systems Reliability: Modeling, Inference, Misconceptions and Their Causes, Marcel Dekker, New York
Berger, J. O. and Pericchi, L. (1996). The intrinsic Bayes factor for model selection and prediction, Journal of the American Statistical Association, Vol. 91, 109-122
Carlin, B. P., Gelfand A. E., and Smith, A. F. M. (1992), Hierarchical Bayesian analysis of change point problems, Journal of the Royal Statistical Society C, Vol. 41, 389-405
Chen, J. and Gupta, A. K. (1997). Testing and locating variance changepoints with application to stock prices, Journal of the American Statistical Association, Vol. 92, 739-747
Chib, S. (1998). Estimation and comparison of multiple change-point models, Journal of Econometrics, Vol. 86, 221-241
Crow, L. H. (1974). Reliability Analysis of Complex Repairable Systems, Reliability and Biometry, F. Proschan and R. J. Serfling , (Eds.) , 379-410, SIAM, Philadelphia
Duane, J. T. (1964). Learning curve approach to reliability monitoring, IEEE Transactions on Aerospace, Vol. 2, 563-566
Green, P, J. (1995). Revisible Jump Markov Chanin Monte Carlo Computation and Bayesian Model Determination, Biometrika, Vol. 82, 711-732
Jarrett, R.G. (1979). A note on the Intervals Between Coal-Mining Disasters, Biometrika, 66, 191-193
Kim, S. W. and Sun, D. (2000). Intrinsic priors for model selection using an encompassing model with applications to censored failure time data, Lifetime Data Analysis, Vol. 6, 251-269
Lingham, R. T. and Sivaganesan, S. (1997). Testing hypotheses about the power law process under failure truncation using intrinsic Bayes factors, Annals of the Institute of Statistical Mathematics, Vol. 49, 693-710
Raftery, A. E. (1994). Change point and change curve modeling in stocastic processes and spatial statistics, Journal of Applied Statistical Science, Vol. 1, 403-424
Raftery, A. E. and Akman, V. E. (1986). Bayesian analysis of a Poisson process with a changepoint, Biometrika, Vol. 73, 85-89
Yang, T. Y. and Lynn, Kuo (2001). Bayesian Binary Segmentation Procedure for a Poisson Process with Multiple Changepoints, Journal of Computational and Graphical Statistics, Vol. 10, 772-785
Vostrikova, L.J, (1981). Detecting disorder in multidimensional random processes, Soviet Mathematics Doklady, Vol. 24, 55-59
*원문 PDF 파일 및 링크정보가 존재하지 않을 경우 KISTI DDS 시스템에서 제공하는 원문복사서비스를 사용할 수 있습니다.
※ AI-Helper는 부적절한 답변을 할 수 있습니다.