Communications for Statistical Applications and Methods

  • 제3권1호
  • /
  • Pages.207-217
  • /
  • 1996
  • /
  • 2287-7843(pISSN)
  • /
  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
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Change Analysis with the Sample Fourier Coefficients

  • Jaehee Kim (Assistant Professor, Department of Statistics, Duksung Women's University, Seoul, 132-714, Korea)
  • 발행 : 1996.04.01
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초록

The problem of detecting change with independent data is considered. The asymptotic distribution of the sample change process with the sample Fourier coefficients is shown as a Brownian Bridge process. We suggest to use dynamic statistics such as a sample Brownian Bridge and graphs as statistical animation. Graphs including change PP plots are given by way of illustration with the simulated data.

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참고문헌

  1. Annals of Statistics v.20 Testing Goodness-of-fit in Regression via Order Selection Criteria Eubank, R.;Hart, J.
  2. Journal of American Statistical Association Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points Kander, Z.;Zacks, S.
  3. Journal of American Statistical Association v.74 Nonparametric Statistical Data Modeling Parzen, E.
  4. Nonparametric Statistics and Related Topics Comparison Change Analysis Parzen, E.
  5. Stochastic Processes Ross, S. M.
  6. Fourier Series Tolstov, G. P.
  7. Recent Advances in Statistics Survey of Classical and Bayesian Approaches to the Change-Point Problem: Fixed Sample and Sequential Procedures of Testing and Estimation Zacks, S.