Isotonic regression: Another look at the changepoint problem

• 成果类型: Article
• 署名作者: Wu, WB; Woodroofe, M; Mentz, G
• 署名单位: University of Michigan System; University of Michigan
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/88.3.793
• 发表日期: 2001
• 页码: 793804
• 关键词: time-series; trend

摘要

A test based on isotonic regression is developed for monotonic trends in short range dependent sequences and is applied to Argentina rainfall data and global warming data. This test provides another perspective for changepoint problems. The isotonic test is shown to be more powerful than some existing tests for trend.