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NTIS 바로가기Environmetrics, v.31 no.1, 2020년, pp.e2593 -
MacNeill, I.B. (Department of Statistical and Actuarial Sciences, Western University, London, Canada) , Jandhyala, V.K. (Department of Mathematics and Statistics, Washington State University, Pullman, Washington) , Kaul, A. (Department of Mathematics and Statistics, Washington State University, Pullman, Washington) , Fotopoulos, S.B. (Department of Finance and Management Science, Washington State University, Pullman, Washington)
AbstractThe “Bayes‐type” method of deriving change‐point test statistics was introduced by Chernoff and Zacks (1964). Other authors subsequently adapted this approach and derived Bayes‐type statistics for at most one change (AMOC), and for multiple change points, under ...
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