Construction of conservative test for change-point problem in two-dimensional random fields

This paper is concerned with a change-point problem in random fields. Tests for detecting a change-structure in a two-way table are constructed. Solutions to this problem require calculations of multiple integrals, but the calculations become difficult as the table gets large. To overcome this difficulty, the tube method is developed in differential geometry. It is shown by simulations that the proposed method is superior to other available methods.

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Year of publication:	2004
Authors:	Ninomiya, Yoshiyuki
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 89.2004, 2, p. 219-242
Publisher:	Elsevier
Keywords:	Tube Bonferroni's inequality Two-way table Upper bound for tail probability Morse's theorem

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005006591