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Modified information criterion for regular change point models based on confidence distribution
Environmental and Ecological Statistics ( IF 3.8 ) Pub Date : 2021-02-12 , DOI: 10.1007/s10651-021-00485-5
Suthakaran Ratnasingam , Wei Ning

In this article, we propose procedures based on the modified information criterion and the confidence distribution for detecting and estimating changes in a three-parameter Weibull distribution. Corresponding asymptotic results of the test statistic associated the detection procedure are established. Moreover, instead of only providing point estimates of change locations, the proposed estimation procedure provides the confidence sets for change locations at a given significance level through the confidence distribution. In general, the proposed procedures are valid for a large class of parametric distributions under Wald conditions and the certain regularity conditions being satisfied. Simulations are conducted to investigate the performance of the proposed method in terms of powers, coverage probabilities and average lengths of confidence sets with respect to a three-parameter Weibull distribution. Corresponding comparisons are also made with other existing methods to indicate the advantages of the proposed method. Rainfall data is used to illustrate the application of the proposed method.



中文翻译:

基于置信度分布的规则变更点模型修正信息准则

在本文中,我们提出了基于修改后的信息准则和置​​信度分布的过程,用于检测和估计三参数威布尔分布的变化。建立与检测程序相关的检验统计量的相应渐近结果。此外,提议的估计过程不仅通过变化位置提供点估计,还通过置信度分布为给定显着性水平的变化位置提供置信度集。通常,建议的过程对于Wald条件下满足一定规则性条件的一大类参数分布有效。进行仿真以研究所提出方法在功效方面的性能,三参数威布尔分布的覆盖概率和平均置信度长度。还与其他现有方法进行了相应的比较,以表明所提出方法的优点。降雨数据用于说明该方法的应用。

更新日期:2021-02-15
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