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  • 标题:Least square and Empirical Bayes Approaches for Estimating Random Change Points
  • 本地全文:下载
  • 作者:Yuanjia Wang ; Yixin Fang
  • 期刊名称:Journal of Data Science
  • 印刷版ISSN:1680-743X
  • 电子版ISSN:1683-8602
  • 出版年度:2009
  • 卷号:7
  • 期号:01
  • 出版社:Tingmao Publish Company
  • 摘要:

    Here we develop methods for applications where random change points are known to be present a priori and the interest lies in their estimation and investigating risk factors that influence them. A simple least-square method estimating each individual's change point based on one's own observations is first proposed. An easy-to-compute empirical Bayes type shrinkage is then proposed to pool information from separately estimated change points. A method to improve the empirical Bayes estimates is developed. Simulations are conducted to compare least-square estimates and Bayes shrinkage estimates. The proposed methods are applied to the Berkeley Growth Study data to estimate the transition age of the puberty height growth.

  • 关键词:Empirical Bayes;Change Points;Least-Square Method;Height Growths
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