An Efficient and Exact Test for Concavity Based on The Poisson Model

来源 :2010年第十届中日统计研讨会 | 被引量 : 0次 | 上传用户:sswei1988
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  Usually a changepoint model assumes a step-type change at some point of a time series.Then as an interesting thing it has been shown that the max acc.t test for the isotonic hypothesis is also appropriate for detecting the changepoint.It comes from that each corner vector of the polyhedral cone defined by the isotonic hypothesis corresponds to a component of the changepoint model.The max acc.t is essentially the maximal component of the projection of the observation vector on to the corner vectors of the polyhedral cone and a very efficient and exact algorithm is available based on the Markov property of the component statistics (Hawkins,1977; Worsley,1986 and Hirotsu et al.,1992).
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  Directed acyclic graphs (DAGs) and completed partial directed acyclic graphs (CPDAG) are widely used to represent causal systems or uncertain probability sy
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