主 题: Testing for Structural Breaks in Spatial Trends
内容简介: Non-stationary spatial models are widely applicable in diverse disciplines, ranging from bio-medical sciences to geophysical studies. In many of theses applications, testing for structural changes in the trend and testing the specific form of the trend are highly relevant. A novel statistics based on a discrepancy measure over small regions is proposed in this paper. Such a measure can be used to construct tests for structural trends and to identify change boundaries of the trends. By virtue of the m-dependence approximation of a stationary random field, asymptotic properties and limit distributions of these tests are established. The method is illustrated by simulations and data analysis.
报告人: 张荣茂 教授
时 间: 2018-01-03 15:00
地 点: 竟慧东楼302
举办单位: 理学院 统计科学与大数据研究院