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

A. K. Gupta, Jie Chen

Research output: Contribution to journalArticle

21 Scopus citations

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 languageEnglish (US)
Pages (from-to)211-221
Number of pages11
JournalComputational Statistics
Volume11
Issue number3
StatePublished - Dec 1 1996
Externally publishedYes

Keywords

  • AIC
  • Binary segmentation
  • Multiple change-points
  • Multivariate normal
  • SIC

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Computational Mathematics

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