Zobrazeno 1 - 10
of 46
pro vyhledávání: '"Venkata K. Jandhyala"'
Publikováno v:
Frontiers in Environmental Science, Vol 6 (2018)
An understanding of low frequency climatic variations is important for climatologists and planning by the public for informed climate mitigation and adaptation. This study applies recent advances in statistical change-point methodology to the variabi
Externí odkaz:
https://doaj.org/article/963c77bf979d4590b035ab27aabf7261
Publikováno v:
Statistical Papers. 63:723-754
The aim of the article is to analyze inhomogeneous time series data caused by the presence of an unknown change point. We assume that the time series data are from a gamma distribution with an unknown time point of change in the scale and/or shape pa
Publikováno v:
Data Analysis and Applications 3. :177-194
Publikováno v:
Applied Stochastic Models in Business and Industry. 36:757-775
Publikováno v:
Applied Stochastic Models in Business and Industry. 36:780-782
Publikováno v:
Data Analysis and Applications 3
The purpose of this study is to characterize multivariate generalized hyperbolic (MGH) distributions and their conditionals by considering the MGH as a subclass of the mean-variance mixing of the multivariate normal law. The essential contribution he
Publikováno v:
Electron. J. Statist. 15, no. 1 (2021), 71-134
We study a plug in least squares estimator for the change point parameter where change is in the mean of a high dimensional random vector under subgaussian or subexponential distributions. We obtain sufficient conditions under which this estimator po
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e94d04c3105f71825931695324a35b56
https://projecteuclid.org/euclid.ejs/1609902187
https://projecteuclid.org/euclid.ejs/1609902187
Autor:
Yulia R. Gel, Venkata K. Jandhyala
Publikováno v:
Environmetrics. 31
Publikováno v:
Environmetrics. 31
The “Bayes‐type” method of deriving change‐point test statistics was introduced by Chernoff and Zacks (1964). Other authors subsequently adapted this approach and derived Bayes‐type statistics for at most one change (AMOC), and for multiple
Autor:
Elena N. Naumova, Venkata K. Jandhyala
Publikováno v:
Environmetrics. 31