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Stepwise Signal Extraction via Marginal Likelihood

This paper studies the estimation of stepwise signal. To determine the number and locations of change-points of the stepwise signal, we formulate a maximum marginal likelihood estimator, which can be computed with a quadratic cost using dynamic programming. We carry out extensive investigation on th...

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Dades bibliogràfiques
Publicat a:J Am Stat Assoc
Autors principals: Du, Chao, Kao, Chu-Lan Michael, Kou, S. C.
Format: Artigo
Idioma:Inglês
Publicat: 2015
Matèries:
Accés en línia:https://ncbi.nlm.nih.gov/pmc/articles/PMC4874345/
https://ncbi.nlm.nih.gov/pubmed/27212739
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2015.1006365
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