Change-point Problems

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Author :
Publisher : IMS
ISBN 13 : 9780940600348
Total Pages : 400 pages
Book Rating : 4.6/5 (3 download)

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Book Synopsis Change-point Problems by : Edward G. Carlstein

Download or read book Change-point Problems written by Edward G. Carlstein and published by IMS. This book was released on 1994 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Nonparametric Methods in Change Point Problems

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Publisher : Springer Science & Business Media
ISBN 13 : 9401581630
Total Pages : 221 pages
Book Rating : 4.4/5 (15 download)

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Book Synopsis Nonparametric Methods in Change Point Problems by : E. Brodsky

Download or read book Nonparametric Methods in Change Point Problems written by E. Brodsky and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 221 pages. Available in PDF, EPUB and Kindle. Book excerpt: The explosive development of information science and technology puts in new problems involving statistical data analysis. These problems result from higher re quirements concerning the reliability of statistical decisions, the accuracy of math ematical models and the quality of control in complex systems. A new aspect of statistical analysis has emerged, closely connected with one of the basic questions of cynergetics: how to "compress" large volumes of experimental data in order to extract the most valuable information from data observed. De tection of large "homogeneous" segments of data enables one to identify "hidden" regularities in an object's behavior, to create mathematical models for each seg ment of homogeneity, to choose an appropriate control, etc. Statistical methods dealing with the detection of changes in the characteristics of random processes can be of great use in all these problems. These methods have accompanied the rapid growth in data beginning from the middle of our century. According to a tradition of more than thirty years, we call this sphere of statistical analysis the "theory of change-point detection. " During the last fifteen years, we have witnessed many exciting developments in the theory of change-point detection. New promising directions of research have emerged, and traditional trends have flourished anew. Despite this, most of the results are widely scattered in the literature and few monographs exist. A real need has arisen for up-to-date books which present an account of important current research trends, one of which is the theory of non parametric change--point detection.

Parametric Statistical Change Point Analysis

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Publisher : Springer Science & Business Media
ISBN 13 : 1475731310
Total Pages : 190 pages
Book Rating : 4.4/5 (757 download)

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Book Synopsis Parametric Statistical Change Point Analysis by : Jie Chen

Download or read book Parametric Statistical Change Point Analysis written by Jie Chen and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recently there has been a keen interest in the statistical analysis of change point detec tion and estimation. Mainly, it is because change point problems can be encountered in many disciplines such as economics, finance, medicine, psychology, geology, litera ture, etc. , and even in our daily lives. From the statistical point of view, a change point is a place or time point such that the observations follow one distribution up to that point and follow another distribution after that point. Multiple change points problem can also be defined similarly. So the change point(s) problem is two fold: one is to de cide if there is any change (often viewed as a hypothesis testing problem), another is to locate the change point when there is a change present (often viewed as an estimation problem). The earliest change point study can be traced back to the 1950s. During the fol lowing period of some forty years, numerous articles have been published in various journals and proceedings. Many of them cover the topic of single change point in the means of a sequence of independently normally distributed random variables. Another popularly covered topic is a change point in regression models such as linear regres sion and autoregression. The methods used are mainly likelihood ratio, nonparametric, and Bayesian. Few authors also considered the change point problem in other model settings such as the gamma and exponential.

Change-point Problems

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Publisher :
ISBN 13 :
Total Pages : 385 pages
Book Rating : 4.:/5 (276 download)

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Book Synopsis Change-point Problems by :

Download or read book Change-point Problems written by and published by . This book was released on 2008* with total page 385 pages. Available in PDF, EPUB and Kindle. Book excerpt: This e-book is the product of Project Euclid and its mission to advance scholarly communication in the field of theoretical and applied mathematics and statistics. Project Euclid was developed and deployed by the Cornell University Library and is jointly managed by Cornell and the Duke University Press.

On the Detection and Estimation in Change-point Problems

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Publisher :
ISBN 13 :
Total Pages : 200 pages
Book Rating : 4.:/5 (326 download)

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Book Synopsis On the Detection and Estimation in Change-point Problems by : Xisuo Liu

Download or read book On the Detection and Estimation in Change-point Problems written by Xisuo Liu and published by . This book was released on 1993 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Parametric Statistical Change Point Analysis

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Author :
Publisher : Birkhäuser
ISBN 13 : 9780817641696
Total Pages : 184 pages
Book Rating : 4.6/5 (416 download)

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Book Synopsis Parametric Statistical Change Point Analysis by : Jie Chen

Download or read book Parametric Statistical Change Point Analysis written by Jie Chen and published by Birkhäuser. This book was released on 2000-06-15 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recently there has been a keen interest in the statistical analysis of change point detec tion and estimation. Mainly, it is because change point problems can be encountered in many disciplines such as economics, finance, medicine, psychology, geology, litera ture, etc. , and even in our daily lives. From the statistical point of view, a change point is a place or time point such that the observations follow one distribution up to that point and follow another distribution after that point. Multiple change points problem can also be defined similarly. So the change point(s) problem is two fold: one is to de cide if there is any change (often viewed as a hypothesis testing problem), another is to locate the change point when there is a change present (often viewed as an estimation problem). The earliest change point study can be traced back to the 1950s. During the fol lowing period of some forty years, numerous articles have been published in various journals and proceedings. Many of them cover the topic of single change point in the means of a sequence of independently normally distributed random variables. Another popularly covered topic is a change point in regression models such as linear regres sion and autoregression. The methods used are mainly likelihood ratio, nonparametric, and Bayesian. Few authors also considered the change point problem in other model settings such as the gamma and exponential.

Limit Theorems in Change-Point Analysis

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Author :
Publisher : John Wiley & Sons
ISBN 13 :
Total Pages : 448 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Limit Theorems in Change-Point Analysis by : Miklós Csörgö

Download or read book Limit Theorems in Change-Point Analysis written by Miklós Csörgö and published by John Wiley & Sons. This book was released on 1997-12-29 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: Change-point problems arise in a variety of experimental and mathematical sciences, as well as in engineering and health sciences. This rigorously researched text provides a comprehensive review of recent probabilistic methods for detecting various types of possible changes in the distribution of chronologically ordered observations. Further developing the already well-established theory of weighted approximations and weak convergence, the authors provide a thorough survey of parametric and non-parametric methods, regression and time series models together with sequential methods. All but the most basic models are carefully developed with detailed proofs, and illustrated by using a number of data sets. Contains a thorough survey of: The Likelihood Approach Non-Parametric Methods Linear Models Dependent Observations This book is undoubtedly of interest to all probabilists and statisticians, experimental and health scientists, engineers, and essential for those working on quality control and surveillance problems. Foreword by David Kendall

Optimal change point estimation in inverse problems

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Publisher :
ISBN 13 :
Total Pages : 16 pages
Book Rating : 4.:/5 (756 download)

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Book Synopsis Optimal change point estimation in inverse problems by : Michael H. Neumann

Download or read book Optimal change point estimation in inverse problems written by Michael H. Neumann and published by . This book was released on 1995 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Statistical Inference of Change Point Problems

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Publisher :
ISBN 13 :
Total Pages : 108 pages
Book Rating : 4.:/5 (575 download)

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Book Synopsis Statistical Inference of Change Point Problems by : Hong Du

Download or read book Statistical Inference of Change Point Problems written by Hong Du and published by . This book was released on 2004 with total page 108 pages. Available in PDF, EPUB and Kindle. Book excerpt:

A Study of Change-point Problems

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Publisher :
ISBN 13 :
Total Pages : 272 pages
Book Rating : 4.:/5 (123 download)

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Book Synopsis A Study of Change-point Problems by : Hang Paul Zhang

Download or read book A Study of Change-point Problems written by Hang Paul Zhang and published by . This book was released on 1991 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Change-Point Analysis in Nonstationary Stochastic Models

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Publisher : CRC Press
ISBN 13 : 1498755976
Total Pages : 366 pages
Book Rating : 4.4/5 (987 download)

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Book Synopsis Change-Point Analysis in Nonstationary Stochastic Models by : Boris Brodsky

Download or read book Change-Point Analysis in Nonstationary Stochastic Models written by Boris Brodsky and published by CRC Press. This book was released on 2016-12-12 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers the development of methods for detection and estimation of changes in complex systems. These systems are generally described by nonstationary stochastic models, which comprise both static and dynamic regimes, linear and nonlinear dynamics, and constant and time-variant structures of such systems. It covers both retrospective and sequential problems, particularly theoretical methods of optimal detection. Such methods are constructed and their characteristics are analyzed both theoretically and experimentally. Suitable for researchers working in change-point analysis and stochastic modelling, the book includes theoretical details combined with computer simulations and practical applications. Its rigorous approach will be appreciated by those looking to delve into the details of the methods, as well as those looking to apply them.

Asymptotic Analysis in Change Point Problems

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Publisher :
ISBN 13 :
Total Pages : 206 pages
Book Rating : 4.:/5 (438 download)

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Book Synopsis Asymptotic Analysis in Change Point Problems by : Irina Grabovsky

Download or read book Asymptotic Analysis in Change Point Problems written by Irina Grabovsky and published by . This book was released on 2000 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Parametric Statistical Change Point Analysis

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Publisher :
ISBN 13 : 9780817672492
Total Pages : 288 pages
Book Rating : 4.6/5 (724 download)

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Book Synopsis Parametric Statistical Change Point Analysis by :

Download or read book Parametric Statistical Change Point Analysis written by and published by . This book was released on 2011-11-01 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Applied Change Point Problems in Statistics

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Publisher : Nova Science Pub Incorporated
ISBN 13 : 9781560722045
Total Pages : 192 pages
Book Rating : 4.7/5 (22 download)

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Book Synopsis Applied Change Point Problems in Statistics by : B. Sinha

Download or read book Applied Change Point Problems in Statistics written by B. Sinha and published by Nova Science Pub Incorporated. This book was released on 1995 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Markov Chain Monte Carlo in Practice

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Publisher : CRC Press
ISBN 13 : 1482214970
Total Pages : 505 pages
Book Rating : 4.4/5 (822 download)

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Book Synopsis Markov Chain Monte Carlo in Practice by : W.R. Gilks

Download or read book Markov Chain Monte Carlo in Practice written by W.R. Gilks and published by CRC Press. This book was released on 1995-12-01 with total page 505 pages. Available in PDF, EPUB and Kindle. Book excerpt: In a family study of breast cancer, epidemiologists in Southern California increase the power for detecting a gene-environment interaction. In Gambia, a study helps a vaccination program reduce the incidence of Hepatitis B carriage. Archaeologists in Austria place a Bronze Age site in its true temporal location on the calendar scale. And in France,

Change-point Problems in Autocorrelated Data

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Publisher :
ISBN 13 :
Total Pages : 176 pages
Book Rating : 4.:/5 (44 download)

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Book Synopsis Change-point Problems in Autocorrelated Data by : Anna Mickael Lurie

Download or read book Change-point Problems in Autocorrelated Data written by Anna Mickael Lurie and published by . This book was released on 1998 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Nonparametric Sequential Tests and Change-point Detection Problems

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Publisher :
ISBN 13 :
Total Pages : 220 pages
Book Rating : 4.:/5 (799 download)

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Book Synopsis Nonparametric Sequential Tests and Change-point Detection Problems by : Keiji Nagai

Download or read book Nonparametric Sequential Tests and Change-point Detection Problems written by Keiji Nagai and published by . This book was released on 1998 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt: