Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Estimating the unknown change point in the parameters of the lognormal distribution
10.1002/env.808.abs
We develop change‐point methodology for identifying dynamic trends in the parameters of a two‐parameter lognormal distribution. The methodology primarily considers the asymptotic distribution of the maximum likelihood estimate of the unknown change point. Among others, the asymptotic distribution enables one to construct confidence interval estimates for the unknown change point. The methodology is applied to identify changes in the monthly water discharges of the Nacetinsky Creek in the German part of the Ergebirge Mountains. Copyright © 2006 John Wiley & Sons, Ltd.
Estimating the unknown change point in the parameters of the lognormal distribution
10.1002/env.808.abs
We develop change‐point methodology for identifying dynamic trends in the parameters of a two‐parameter lognormal distribution. The methodology primarily considers the asymptotic distribution of the maximum likelihood estimate of the unknown change point. Among others, the asymptotic distribution enables one to construct confidence interval estimates for the unknown change point. The methodology is applied to identify changes in the monthly water discharges of the Nacetinsky Creek in the German part of the Ergebirge Mountains. Copyright © 2006 John Wiley & Sons, Ltd.
Estimating the unknown change point in the parameters of the lognormal distribution
Jandhyala, V. K. (Autor:in) / Fotopoulos, S. B. (Autor:in)
Environmetrics ; 18 ; 141-155
01.03.2007
15 pages
Aufsatz (Zeitschrift)
Elektronische Ressource
Englisch
Estimating the unknown change point in the parameters of the lognormal distribution
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