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Bücher Englische Bücher Wissen & Bildung Naturwissenschaft, Medizin, Informatik, Technik Mathematik Wahrscheinlichkeitstheorie & Statistik Parametric Statistical Change Point Analysis
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Parametric Statistical Change Point Analysis
A.K. Gupta (Gebundene Ausgabe, Englisch)
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Beschreibung
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. Dieses Produkt haben wir gerade leider nicht auf Lager.
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Technische Daten
Erscheinungsdatum
15.06.2000
Sprache
Englisch
EAN
9780817641696
Herausgeber
Birkhäuser Boston
Sonderedition
Nein
Autor
A.K. Gupta
Seitenanzahl
184
Auflage
1
Einbandart
Gebundene Ausgabe
Schlagwörter
statistics, form, likelihood, geology, psychology, signal processing, medicine, Economics, Processing, information, Statistica
Thema-Inhalt
PBT - Wahrscheinlichkeitsrechnung und Statistik
Höhe
235 mm
Breite
15.5 cm
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