Isotonic regression: Another look at the changepoint problem

被引：68

作者：

Wu, WB ^{[1
]}

Woodroofe, M ^{[1
]}

Mentz, G ^{[1
]}

机构：

[1] Univ Michigan, Dept Stat, Ann Arbor, MI 48109 USA

来源：

BIOMETRIKA | 2001年 / 88卷 / 03期

基金：

美国国家科学基金会;

关键词：

changepoint problem; isotonic regression; penalised likelihood function; short range dependence;

D O I：

10.1093/biomet/88.3.793

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

A test based on isotonic regression is developed for monotonic trends in short range dependent sequences and is applied to Argentina rainfall data and global warming data. This test provides another perspective for changepoint problems. The isotonic test is shown to be more powerful than some existing tests for trend.

引用

页码：793 / 804

页数：12

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[3]

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