A Likelihood Integrated Method for Exploratory Graphical Analysis of Change Point Problem with Directional Data
SenGupta Ashis and
A. K. Laha
No WP2006-05-04, IIMA Working Papers from Indian Institute of Management Ahmedabad, Research and Publication Department
Abstract:
In this paper we introduce a new likelihood based method, called the likelihood integrated method, which is distinct from the well known integrated likelihood method. We use the likelihood integrated to propose a simple exploratory graphical analysis for the change point problem in the context of directional data. The method is applied to analysis of two real life data sets. The results obtained by application of this simple method are seen to be quite similar to those obtained earlier by different formal methods in most cases. Note: For softcopy of this paper, please contact the author(s) - email: arnab@iima.ac.in
Date: 2006-05-04
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Persistent link: https://EconPapers.repec.org/RePEc:iim:iimawp:wp01956
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