Applied Change Point Problems in Statistics
Author : Bimal K. Sinha
Publisher :
Page : 188 pages
File Size : 35,64 MB
Release : 1995
Category : Change-point problems
ISBN :
Author : Bimal K. Sinha
Publisher :
Page : 188 pages
File Size : 35,64 MB
Release : 1995
Category : Change-point problems
ISBN :
Author : Edward G. Carlstein
Publisher : IMS
Page : 400 pages
File Size : 12,58 MB
Release : 1994
Category : Mathematics
ISBN : 9780940600348
Author : B. Sinha
Publisher : Nova Science Pub Incorporated
Page : 192 pages
File Size : 35,15 MB
Release : 1995
Category : Science
ISBN : 9781560722045
Author : Jie Chen
Publisher : Springer Science & Business Media
Page : 190 pages
File Size : 48,56 MB
Release : 2013-11-11
Category : Mathematics
ISBN : 1475731310
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.
Author : Boris Brodsky
Publisher : CRC Press
Page : 286 pages
File Size : 37,63 MB
Release : 2016-12-12
Category : Mathematics
ISBN : 1315350955
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.
Author : Jie Chen
Publisher : Springer Science & Business Media
Page : 282 pages
File Size : 33,96 MB
Release : 2011-11-06
Category : Mathematics
ISBN : 0817648011
This revised and expanded second edition is an in-depth study of the change point problem from a general point of view, as well as a further examination of change point analysis of the most commonly used statistical models. Change point problems are encountered in such disciplines as economics, finance, medicine, psychology, signal processing, and geology, to mention only several. More recently, change point analysis has been found in extensive applications related to analyzing biomedical imaging data and gene expression data. Extensive examples throughout the text emphasize key concepts and different methodologies used. New examples of change point analysis in modern molecular biology and other fields such as finance and air traffic control have been added to this second edition.
Author :
Publisher :
Page : 1248 pages
File Size : 27,67 MB
Release : 1999
Category : Statistics
ISBN :
Series C (Applied Statistics) of the Journal of the Royal Statistical Society was founded in 1952. It promotes papers that are driven by real life problems and that make a novel contribution to the subject.
Author :
Publisher :
Page : 385 pages
File Size : 21,18 MB
Release : 2008*
Category : Change-point problems
ISBN :
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.
Author : Miklós Csörgö
Publisher : John Wiley & Sons
Page : 448 pages
File Size : 26,62 MB
Release : 1997-12-29
Category : Mathematics
ISBN :
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
Author : Mohammad Ahsanullah
Publisher : Nova Publishers
Page : 230 pages
File Size : 47,79 MB
Release : 2003
Category : Mathematics
ISBN : 9781590339114
Mathematicians and statisticians from North America, Europe, Asia, and the Middle East synthesize the recent literature on statistical methods. Their topics include a family of estimators for the coefficient of determination in linear regression models, the quasi- random sequences in the random processes modeling algorithms, locating a change point in a Gaussian model when an outlier is present, the classical and Bayesian reliability estimation of the negative binomial distribution, a shrinkage estimation of the exponential reliability with censored data, and optimal equivariant vector prediction in location families. Annotation : 2004 Book News, Inc., Portland, OR (booknews.com).