Nonparametric methods in change-point problems:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Dordrecht [u.a.]
Kluwer Acad. Publ.
1993
|
| Schriftenreihe: | Mathematics and its applications
243 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XI, 209 S. Illustrationen |
| ISBN: | 0792321227 |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV006591777 | ||
| 003 | DE-604 | ||
| 005 | 20240917 | ||
| 007 | t | ||
| 008 | 930315s1993 a||| |||| 00||| engod | ||
| 020 | |a 0792321227 |9 0-7923-2122-7 | ||
| 035 | |a (OCoLC)246725718 | ||
| 035 | |a (DE-599)BVBBV006591777 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-12 |a DE-739 |a DE-824 |a DE-384 |a DE-20 |a DE-11 |a DE-188 |a DE-83 | ||
| 082 | 0 | |a 519.54 20 | |
| 084 | |a SK 835 |0 (DE-625)143260: |2 rvk | ||
| 084 | |a 62G10 |2 msc | ||
| 084 | |a 62L10 |2 msc | ||
| 084 | |a 62G05 |2 msc | ||
| 084 | |a 60F17 |2 msc | ||
| 100 | 1 | |a Brodskij, Boris E. |d 1955- |e Verfasser |0 (DE-588)172567629 |4 aut | |
| 245 | 1 | 0 | |a Nonparametric methods in change-point problems |c by B. E. Brodsky and B. S. Darkhovsky |
| 264 | 1 | |a Dordrecht [u.a.] |b Kluwer Acad. Publ. |c 1993 | |
| 300 | |a XI, 209 S. |b Illustrationen | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Mathematics and its applications |v 243 | |
| 650 | 0 | 7 | |a Nichtparametrischer Test |0 (DE-588)4075372-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Verteilungsfunktion |0 (DE-588)4192219-0 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Verteilungsfunktion |0 (DE-588)4192219-0 |D s |
| 689 | 0 | 1 | |a Nichtparametrischer Test |0 (DE-588)4075372-4 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Darchovskij, Boris S. |d 1938- |e Verfasser |0 (DE-588)172567637 |4 aut | |
| 830 | 0 | |a Mathematics and its applications |v 243 |w (DE-604)BV008163334 |9 243 | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=004208456&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 940 | 1 | |n oe | |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-004208456 | |
Datensatz im Suchindex
| _version_ | 1810452341400272896 |
|---|---|
| adam_text |
CONTENTS
Preface vii
Introduction: Goals and problems of change point detection ; ix
Chapter 1
Preliminary considerations 1
1.1 Auxiliary results from the theory of random processes
and mathematical statistics 1
1.1.1 Mixing conditions 1
1.1.2 The Wiener process and some functionals related to it 2
1.1.3 Weak convergence 4
1.1.4 Martingales. Markov's moments. Wald's identity 7
1.2 General approach to change point detection. Reduction to the
basic problem 8
Chapter 2
State of the art review 11
2.1 A posteriori methods of change point detection 13
2.2 Sequential methods of change point detection 24
Chapter 3
A posteriori change point problems 36
3.1 Formulation of problems. Assumptions 36
3.2 Auxiliary results 40
3.3 Decision rules and methods of estimation. Limit theorems 53
3.4 Inequalities 73
3.5 Asymptotic analysis of a posteriori change point detection methods . 80
3.6 Concluding remarks to Chapter 3 91
Chapter 4
Sequential change point detection problems 95
4.0 Introduction 95
4.1 A nonparametric method of sequential change point detection . 96
vi CONTENTS
4.2 Nonparametric versions of different sequential change point
methods and their asymptotic properties 102
4.2.1 Cumulative Sum (CUSUM) method 102
4.2.2 The Girshik Rubin Shiryaev (GRSh) method 107
4.2.3 The exponential smoothing method 111
4.2.4 "Moving sample" methods of detection 113
4.3 Asymptotic comparative analysis of sequential nonparametric
change point detection methods 120
4.3.1 The main inequality 120
4.3.2 CUSUM and GRSh methods 122
4.3.3 Exponential smoothing and moving sample methods 136
4.3.4 Comparative study of change point detection methods 137
4.4 The asymptotically optimal linear moving sample method 141
4.5 Concluding remarks to Chapter 4 147
Chapter 5
Disorder detection of random fields 151
5.1 Formulation of the problem 151
5.2 Methods of detection of the parametric disorder regions 152
5.3 Methods of detection of the nonparametric disorder regions 161
5.3.1 Binary problem 161
5.3.2 General problem 164
Chapter 6
Applications of nonparametric change point detection methods 169
6.1 Detection of homogenous and non homogenous segments
in large historical texts 169
6.2 Detection of collisionless shock waves. Statistical analysis
of space data 178
6.3 Analysis of geophysical data 180
Chapter 7
Proofs, new results and technical details 183
7.1 Proofs of theorems 183
7.2 Some new results 191
7.3 The algorithm and the program package for a posteriori
change point detection VERDIA (short overview) 195
References 199 |
| any_adam_object | 1 |
| author | Brodskij, Boris E. 1955- Darchovskij, Boris S. 1938- |
| author_GND | (DE-588)172567629 (DE-588)172567637 |
| author_facet | Brodskij, Boris E. 1955- Darchovskij, Boris S. 1938- |
| author_role | aut aut |
| author_sort | Brodskij, Boris E. 1955- |
| author_variant | b e b be beb b s d bs bsd |
| building | Verbundindex |
| bvnumber | BV006591777 |
| classification_rvk | SK 835 |
| ctrlnum | (OCoLC)246725718 (DE-599)BVBBV006591777 |
| dewey-full | 519.5420 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.54 20 |
| dewey-search | 519.54 20 |
| dewey-sort | 3519.54 220 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00000nam a2200000 cb4500</leader><controlfield tag="001">BV006591777</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20240917</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">930315s1993 a||| |||| 00||| engod</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0792321227</subfield><subfield code="9">0-7923-2122-7</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)246725718</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV006591777</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-12</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-83</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.54 20</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 835</subfield><subfield code="0">(DE-625)143260:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">62G10</subfield><subfield code="2">msc</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">62L10</subfield><subfield code="2">msc</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">62G05</subfield><subfield code="2">msc</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">60F17</subfield><subfield code="2">msc</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Brodskij, Boris E.</subfield><subfield code="d">1955-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)172567629</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Nonparametric methods in change-point problems</subfield><subfield code="c">by B. E. Brodsky and B. S. Darkhovsky</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Dordrecht [u.a.]</subfield><subfield code="b">Kluwer Acad. Publ.</subfield><subfield code="c">1993</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XI, 209 S.</subfield><subfield code="b">Illustrationen</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Mathematics and its applications</subfield><subfield code="v">243</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Nichtparametrischer Test</subfield><subfield code="0">(DE-588)4075372-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Verteilungsfunktion</subfield><subfield code="0">(DE-588)4192219-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Verteilungsfunktion</subfield><subfield code="0">(DE-588)4192219-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Nichtparametrischer Test</subfield><subfield code="0">(DE-588)4075372-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Darchovskij, Boris S.</subfield><subfield code="d">1938-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)172567637</subfield><subfield code="4">aut</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Mathematics and its applications</subfield><subfield code="v">243</subfield><subfield code="w">(DE-604)BV008163334</subfield><subfield code="9">243</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=004208456&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="n">oe</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-004208456</subfield></datafield></record></collection> |
| id | DE-604.BV006591777 |
| illustrated | Illustrated |
| indexdate | 2024-09-17T14:04:58Z |
| institution | BVB |
| isbn | 0792321227 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-004208456 |
| oclc_num | 246725718 |
| open_access_boolean | |
| owner | DE-12 DE-739 DE-824 DE-384 DE-20 DE-11 DE-188 DE-83 |
| owner_facet | DE-12 DE-739 DE-824 DE-384 DE-20 DE-11 DE-188 DE-83 |
| physical | XI, 209 S. Illustrationen |
| publishDate | 1993 |
| publishDateSearch | 1993 |
| publishDateSort | 1993 |
| publisher | Kluwer Acad. Publ. |
| record_format | marc |
| series | Mathematics and its applications |
| series2 | Mathematics and its applications |
| spelling | Brodskij, Boris E. 1955- Verfasser (DE-588)172567629 aut Nonparametric methods in change-point problems by B. E. Brodsky and B. S. Darkhovsky Dordrecht [u.a.] Kluwer Acad. Publ. 1993 XI, 209 S. Illustrationen txt rdacontent n rdamedia nc rdacarrier Mathematics and its applications 243 Nichtparametrischer Test (DE-588)4075372-4 gnd rswk-swf Verteilungsfunktion (DE-588)4192219-0 gnd rswk-swf Verteilungsfunktion (DE-588)4192219-0 s Nichtparametrischer Test (DE-588)4075372-4 s DE-604 Darchovskij, Boris S. 1938- Verfasser (DE-588)172567637 aut Mathematics and its applications 243 (DE-604)BV008163334 243 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=004208456&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Brodskij, Boris E. 1955- Darchovskij, Boris S. 1938- Nonparametric methods in change-point problems Mathematics and its applications Nichtparametrischer Test (DE-588)4075372-4 gnd Verteilungsfunktion (DE-588)4192219-0 gnd |
| subject_GND | (DE-588)4075372-4 (DE-588)4192219-0 |
| title | Nonparametric methods in change-point problems |
| title_auth | Nonparametric methods in change-point problems |
| title_exact_search | Nonparametric methods in change-point problems |
| title_full | Nonparametric methods in change-point problems by B. E. Brodsky and B. S. Darkhovsky |
| title_fullStr | Nonparametric methods in change-point problems by B. E. Brodsky and B. S. Darkhovsky |
| title_full_unstemmed | Nonparametric methods in change-point problems by B. E. Brodsky and B. S. Darkhovsky |
| title_short | Nonparametric methods in change-point problems |
| title_sort | nonparametric methods in change point problems |
| topic | Nichtparametrischer Test (DE-588)4075372-4 gnd Verteilungsfunktion (DE-588)4192219-0 gnd |
| topic_facet | Nichtparametrischer Test Verteilungsfunktion |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=004208456&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV008163334 |
| work_keys_str_mv | AT brodskijborise nonparametricmethodsinchangepointproblems AT darchovskijboriss nonparametricmethodsinchangepointproblems |