Modified information approach for detecting change points in piecewise linear failure rate function

被引：2
作者：
Cai, Xia [1 ,2 ]
Tian, Yubin [1 ]
Ning, Wei [3 ]
机构：
[1] Beijing Inst Technol, Sch Math & Stat, Beijing, Peoples R China
[2] Hebei Univ Sci & Technol, Sch Sci, Shijiazhuang, Peoples R China
[3] Bowling Green State Univ, Dept Math & Stat, Bowling Green, OH 43403 USA
来源：
STATISTICS & PROBABILITY LETTERS | 2017年 / 125卷
基金：
中国国家自然科学基金;
关键词：
Change points; Information approach; Failure rate function; Chi-square distribution; MODELS;
D O I：
10.1016/j.spl.2017.02.005
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The procedure based on the modified information criterion is proposed to detect the change points in the piecewise linear failure rate function. Consistency of the test is established and the asymptotic null distribution of the test statistic is also derived as the standard chisquare distribution. The performance of the test statistic is studied through the simulations. The proposed method is applied to a real example to illustrate the detecting procedure. (C) 2017 Elsevier B.V. All rights reserved.
引用
收藏
页码：130 / 140
页数：11
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