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Least square and Empirical Bayes Approaches for Estimating Random Change Points
並列摘要
Here we develop methods for applications where random change points are known to be present a priori and the interest lies in their estimation and investigating risk factors that influence them. A simple least-square method estimating each individual's change point based on one's own observations is first proposed. An easy-to-compute empirical Bayes type shrinkage is then proposed to pool information from separately estimated change points. A method to improve the empirical Bayes estimates is developed. Simulations are conducted to compare least-square estimates and Bayes shrinkage estimates. The proposed methods are applied to the Berkeley Growth Study data to estimate the transition age of the puberty height growth.
被引用紀錄
張舜發（2013）。有機無機異質接面太陽能電池〔碩士論文，國立交通大學〕。華藝線上圖書館。https://doi.org/10.6842/NCTU.2013.00719
Wu, P. W. (2013). 紅外線熱發射器效率之增強與在微小化CO2氣體偵測系統之應用 [master's thesis, National Taiwan University]. Airiti Library. https://doi.org/10.6342/NTU.2013.02538
Chen, Y. C. (2012). 利用雙對形狀週期性金屬孔洞與奈米金結構對異常穿透特性與熱紅外線發射器之高階表面電漿模態增強之研究 [master's thesis, National Taiwan University]. Airiti Library. https://doi.org/10.6342/NTU.2012.02712
延伸閱讀
- Chang, S. H. (2009). Bayesian-based Partial Least Squares Method [master's thesis, National Chiao Tung University]. Airiti Library. https://doi.org/10.6842/NCTU.2009.01080
- Pandya, M. (2013). Bayesian Estimation of AR (1) with Change Point under Asymmetric Loss Functions. Statistics Research Letters, 2(2), 53-62. https://www.airitilibrary.com/Article/Detail?DocID=P20150618009-201305-201509010025-201509010025-53-62
- 吳郁璋（2019）。Investigating Bayesian Maximum Entropy for Data Assimilation Approach〔博士論文，國立臺灣大學〕。華藝線上圖書館。https://doi.org/10.6342/NTU202001402
- Pandya, M., Pandya, S., & Andharia, P. (2014). Bayes Estimation of Generalized Compound Rayleigh Distribution with Change Point. Statistics Research Letters, 3(), 51-57. https://www.airitilibrary.com/Article/Detail?DocID=P20150618009-201411-201506180029-201506180029-51-57
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