Detecting changes of mean in multidimensional normal sequences with applications to literature and geology

A. K. Gupta; Jie Chen

Detecting changes of mean in multidimensional normal sequences with applications to literature and geology

A. K. Gupta, Jie Chen

Research output: Contribution to journal › Article › peer-review

Abstract

In this paper, the Schwarz information criterion together with the binary segmentation procedure has been applied to detect change points in a set of geological data and the changes in the frequencies of pronouns in the plays of Shakespeare. The emphasis here is on the exploratory data analysis rather than the theoretical statistical investigation.

Original language	English (US)
Pages (from-to)	211-221
Number of pages	11
Journal	Computational Statistics
Volume	11
Issue number	3
State	Published - Dec 1 1996
Externally published	Yes

Keywords

AIC
Binary segmentation
Multiple change-points
Multivariate normal
SIC

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty
Computational Mathematics

Cite this

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title = "Detecting changes of mean in multidimensional normal sequences with applications to literature and geology",

abstract = "In this paper, the Schwarz information criterion together with the binary segmentation procedure has been applied to detect change points in a set of geological data and the changes in the frequencies of pronouns in the plays of Shakespeare. The emphasis here is on the exploratory data analysis rather than the theoretical statistical investigation.",

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year = "1996",

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N2 - In this paper, the Schwarz information criterion together with the binary segmentation procedure has been applied to detect change points in a set of geological data and the changes in the frequencies of pronouns in the plays of Shakespeare. The emphasis here is on the exploratory data analysis rather than the theoretical statistical investigation.

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KW - Binary segmentation

KW - Multiple change-points

KW - Multivariate normal

KW - SIC

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Detecting changes of mean in multidimensional normal sequences with applications to literature and geology

Abstract

Keywords

ASJC Scopus subject areas

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