Segmentation and estimation of change-point models: false positive control and confidence regions
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Publication:2196238
Abstract: To segment a sequence of independent random variables at an unknown number of change-points, we introduce new procedures that are based on thresholding the likelihood ratio statistic. We also study confidence regions based on the likelihood ratio statistic for the change-points and joint confidence regions for the change-points and the parameter values. Applications to segment array CGH data are discussed.
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Cited in
(17)- Detecting multiple generalized change-points by isolating single ones
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