| 正态分布均值变点的小波检验和估计 |
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| 引用本文： | 邓春霞,胡尧,李丽.正态分布均值变点的小波检验和估计[J].贵州大学学报(自然科学版),2014,31(5):7-11. |
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| 作者姓名： | 邓春霞 胡尧 李丽 |
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| 作者单位： | 贵州大学理学院,贵州贵阳,550025 |
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| 基金项目： | 贵州省科技攻关重点项目，贵州省科学技术基金项目 |
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| 摘 要： | 本文探究的是方差不变的条件下服从正态分布的随机序列均值变点问题,利用小波方法检测和估计均值变点.考虑存在一个或多个均值变点,利用小波方法构造检测均值变点的统计量,并且估计均值变点的个数、位置以及跳跃度,最后通过模拟仿真验证有限样本下本文方法的有效性.
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| 关 键 词： | 正态分布 变点 小波估计 核估计 |
Detection and Estimation of Mean Change Point in Normal Distribution with Wavelet Method |
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| DENG Chun-xia,HU Yao,LI Li.Detection and Estimation of Mean Change Point in Normal Distribution with Wavelet Method[J].Journal of Guizhou University(Natural Science),2014,31(5):7-11. |
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| Authors: | DENG Chun-xia HU Yao LI Li |
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| Institution: | ( College of Science, Guizhou University, Guiyang 550025, China) |
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| Abstract: | The detection and estimation of changes in the mean of normal distribution were studied. Wavelet methods were applied to construct a test statistic which is used to detect and estimate the change point in variance function. One and more than one change point were considered, the number, the location and the jump size of the change point in mean can be estimated by the test statistics. Finally, simulation results were performed to show that our method is powerful. |
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| Keywords: | normal distribution change point wavelet estimator kernel estimation |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
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