Parametric Statistical Change Point Analysis

Parametric Statistical Change Point Analysis
Author :
Publisher : Springer Science & Business Media
Total Pages : 190
Release :
ISBN-10 : 9781475731316
ISBN-13 : 1475731310
Rating : 4/5 (16 Downloads)

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.


Parametric Statistical Change Point Analysis Related Books

Parametric Statistical Change Point Analysis
Language: en
Pages: 190
Authors: Jie Chen
Categories: Mathematics
Type: BOOK - Published: 2013-11-11 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

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 b
Parametric Statistical Change Point Analysis
Language: en
Pages: 184
Authors: Jie Chen
Categories: Mathematics
Type: BOOK - Published: 2000-06-15 - Publisher: Birkhäuser

DOWNLOAD EBOOK

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 b
Nonparametric Methods in Change Point Problems
Language: en
Pages: 221
Authors: E. Brodsky
Categories: Mathematics
Type: BOOK - Published: 2013-03-14 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

The explosive development of information science and technology puts in new problems involving statistical data analysis. These problems result from higher re q
Parametric Statistical Change Point Analysis
Language: en
Pages: 288
Authors:
Categories:
Type: BOOK - Published: 2011-11-01 - Publisher:

DOWNLOAD EBOOK

Parametric Statistical Change Point Analysis
Language: en
Pages: 196
Authors: Jie Chen
Categories:
Type: BOOK - Published: 2014-01-15 - Publisher:

DOWNLOAD EBOOK