Bayesian Changepoints Detection for the Power Law Process with Binary Segmentation Procedures
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 김현수 | - |
dc.contributor.author | 김성욱 | - |
dc.contributor.author | 장학진 | - |
dc.date.accessioned | 2021-06-24T00:04:24Z | - |
dc.date.available | 2021-06-24T00:04:24Z | - |
dc.date.created | 2021-02-01 | - |
dc.date.issued | 2005-08 | - |
dc.identifier.issn | 2287-7843 | - |
dc.identifier.uri | https://scholarworks.bwise.kr/erica/handle/2021.sw.erica/46300 | - |
dc.description.abstract | 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 betwen the no-changepoints model and the single changepoint model by the Bayes factor. We repeat this procedure until no more changepoints are found. Then we carry out a multiple test based on the Bayes factor through the intrinsic priors of Berger and Pericchi (1996) to investigate system behaviour of failure times. We demonstrate our procedure with a real dataset and some simulated datasets. | - |
dc.language | 영어 | - |
dc.language.iso | en | - |
dc.publisher | 한국통계학회 | - |
dc.title | Bayesian Changepoints Detection for the Power Law Process with Binary Segmentation Procedures | - |
dc.type | Article | - |
dc.contributor.affiliatedAuthor | 김성욱 | - |
dc.identifier.scopusid | 2-s2.0-77955539454 | - |
dc.identifier.bibliographicCitation | Communications for Statistical Applications and Methods, v.12, no.2, pp.483 - 496 | - |
dc.relation.isPartOf | Communications for Statistical Applications and Methods | - |
dc.citation.title | Communications for Statistical Applications and Methods | - |
dc.citation.volume | 12 | - |
dc.citation.number | 2 | - |
dc.citation.startPage | 483 | - |
dc.citation.endPage | 496 | - |
dc.type.rims | ART | - |
dc.identifier.kciid | ART001117516 | - |
dc.description.journalClass | 1 | - |
dc.description.isOpenAccess | N | - |
dc.description.journalRegisteredClass | scopus | - |
dc.description.journalRegisteredClass | kci | - |
dc.subject.keywordAuthor | Binary segmentation | - |
dc.subject.keywordAuthor | Changepoint | - |
dc.subject.keywordAuthor | Model selection | - |
dc.subject.keywordAuthor | Intrinsic prior | - |
dc.subject.keywordAuthor | Power lawprocess | - |
dc.subject.keywordAuthor | Binary segmentation | - |
dc.subject.keywordAuthor | Changepoint | - |
dc.subject.keywordAuthor | Model selection | - |
dc.subject.keywordAuthor | Intrinsic prior | - |
dc.subject.keywordAuthor | Power lawprocess | - |
dc.identifier.url | https://kiss.kstudy.com/thesis/thesis-view.asp?key=2462173 | - |
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