Change‐points and bootstrap
Change‐points and bootstrap
复制标题
DOI:
10.1002/(sici)1099-095x(199911/12)10:6
复制
发表时间:
1999-11
期刊:
影响因子:
1.7
通讯作者:
E. Gombay;Lajos Horváth
中科院分区:
文献类型:
--
作者:
E. Gombay;Lajos Horváth
We show that the weighted bootstrap can be used to detect possible changes in the distribution of random vectors. We illustrate our method with change-point detection in the monthly precipitation and water discharges from Malo Raztoka.