Estimating Change Point by a Weighted CUSUM Type Statistic

Zhou, Hong-Ling, Liang, Kung-Yee . Journal of the Chinese Statistical Association / Chung-kuo t'ung chi hsüeh she (Taipei) 2005. 43 (2) :183-198

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Bibtex

@article{CIS-277403,
  Author = {Zhou, Hong-Ling and Liang, Kung-Yee},
  Title = {Estimating Change Point by a Weighted CUSUM Type Statistic},
  Journal = {Journal of the Chinese Statistical Association / Chung-kuo t'ung chi hsüeh she (Taipei)},
  Volume = {43},
  Number = {2},
  Year = {2005},
  Pages = {183--198},
  Keywords = {Monte Carlo simulations, Union intersection principle, Box-Muller transformation, projection direction method, W statistic, Bootstrap confidence interval}
}

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