Parametric statistical change point analysis:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Boston ; Basel ; Berlin
Birkhäuser
2000
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Literaturverz. S. 173 - 184 |
| Beschreibung: | VIII, 184 S. 24 cm |
| ISBN: | 3764341696 0817641696 |
Internformat
MARC
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| 100 | 1 | |a Chen, Jie |d 1964- |e Verfasser |0 (DE-588)122205057 |4 aut | |
| 245 | 1 | 0 | |a Parametric statistical change point analysis |c Jie Chen ; A. K. Gupta |
| 264 | 1 | |a Boston ; Basel ; Berlin |b Birkhäuser |c 2000 | |
| 300 | |a VIII, 184 S. |b 24 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Literaturverz. S. 173 - 184 | ||
| 650 | 4 | |a Rupture (Statistique) | |
| 650 | 7 | |a Statistische analyse |2 gtt | |
| 650 | 4 | |a Change-point problems | |
| 650 | 0 | 7 | |a Change-point-Problem |0 (DE-588)4598971-0 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Change-point-Problem |0 (DE-588)4598971-0 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Gupta, Arjun K. |d 1938- |e Verfasser |0 (DE-588)122205103 |4 aut | |
| 856 | 4 | 2 | |m DNB Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009070818&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-009070818 | |
Datensatz im Suchindex
| _version_ | 1807683298559787008 |
|---|---|
| adam_text |
CONTENTS
PREFACE
VII
1
PRELIMINARIES
1
1.1
INTRODUCTION
.
1
1.2
PROBLEMS
.
2
1.3
UNDERLYING
MODELS
AND
METHODOLOGY
.
3
2
UNIVARIATE
NORMAL
MODEL
5
2.1
MEAN
CHANGE
.
5
2.1.1
VARIANCE
KNOWN
.
5
2.1.2
VARIANCE
UNKNOWN
.
15
2.2
VARIANCE
CHANGE
.
19
2.2.1
LIKELIHOOD-RATIO
PROCEDURE
.
19
2.2.2
INFORMATIONAL
APPROACH
.
29
2.2.3
ALTERNATE
METHODS
.
34
2.3
MEAN
AND
VARIANCE
CHANGES
.
38
2.3.1
LIKELIHOOD-RATIO
PROCEDURE
.
38
2.3.2
INFORMATIONAL
APPROACH
.
56
3
MULTIVARIATE
NORMAL
MODEL
65
3.1
MEAN
VECTOR
CHANGE
.
65
3.1.1
LIKELIHOOD-RATIO
PROCEDURE
.
66
3.1.2
INFORMATIONAL
APPROACH
.
70
3.2
COVARIANCE
CHANGE
.
71
3.2.1
LIKELIHOOD-RATIO
PROCEDURE
.
72
3.2.2
INFORMATIONAL
APPROACH
.
80
3.3
MEAN
VECTOR
AND
COVARIANCE
CHANGES
.
86
3.3.1
LIKELIHOOD-RATIO
PROCEDURE
.
87
3.3.2
INFORMATIONAL
APPROACH
.
95
4
REGRESSION
MODELS
111
4.1
LITERATURE
REVIEW
.
ILL
4.2
SIMPLE
LINEAR
REGRESSION
MODEL
.
ILL
4.2.1
INFORMATIONAL
APPROACH
.
112
VI
CONTENTS
4.2.2
BAYESIAN
APPROACH
.
115
4.2.3
NUMERICAL
EXAMPLE
.
118
4.3
MULTIPLE
LINEAR
REGRESSION
MODEL
.
119
4.3.1
INFORMATIONAL
APPROACH
.
120
4.3.2
BAYESIAN
APPROACH
.
122
5
GAMMA
MODEL
127
5.1
PROBLEM
.
127
5.2
LIKELIHOOD-RATIO
PROCEDURE
.
127
5.3
INFORMATIONAL
APPROACH
.
135
5.4
BAYESIAN
APPROACH
.
136
5.5
EXAMPLES
.
139
5.6
ANOTHER
TYPE
OF
CHANGE
.
140
6
EXPONENTIAL
MODEL
143
6.1
PROBLEM
.
143
6.2
LIKELIHOOD-RATIO
PROCEDURE
.
143
6.3
AN
ALTERNATE
APPROACH
.
149
6.4
INFORMATIONAL
APPROACH
.
154
6.5
EXAMPLES
.
155
7
DISCRETE
MODELS
157
7.1
INTRODUCTION
.
157
7.2
BINOMIAL
MODEL
.
157
7.2.1
LIKELIHOOD-RATIO
PROCEDURE
.
157
7.2.2
CUMULATIVE
SUM
(CUSUM)
TEST
.
160
7.2.3
NULL
DISTRIBUTIONS
OF
L
AND
Q
.
160
7.2.4
ALTERNATIVE
DISTRIBUTION
FUNCTIONS
OF
L
AND
Q
.
162
7.3
POISSON
MODEL
.
165
7.3.1
LIKELIHOOD-RATIO
PROCEDURE
.
165
7.3.2
NULL
DISTRIBUTION
OF
.
166
7.4
INFORMATIONAL
APPROACH
.
168
7.5
EXAMPLE
.
170
BIBLIOGRAPHY
173
AUTHOR
INDEX
181
SUBJECT
INDEX
183 |
| any_adam_object | 1 |
| author | Chen, Jie 1964- Gupta, Arjun K. 1938- |
| author_GND | (DE-588)122205057 (DE-588)122205103 |
| author_facet | Chen, Jie 1964- Gupta, Arjun K. 1938- |
| author_role | aut aut |
| author_sort | Chen, Jie 1964- |
| author_variant | j c jc a k g ak akg |
| building | Verbundindex |
| bvnumber | BV013304364 |
| callnumber-first | Q - Science |
| callnumber-label | QA276 |
| callnumber-raw | QA276 |
| callnumber-search | QA276 |
| callnumber-sort | QA 3276 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | SK 830 |
| ctrlnum | (OCoLC)43945452 (DE-599)BVBBV013304364 |
| dewey-full | 519.5 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5 |
| dewey-search | 519.5 |
| dewey-sort | 3519.5 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
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| id | DE-604.BV013304364 |
| illustrated | Not Illustrated |
| indexdate | 2024-08-18T00:32:12Z |
| institution | BVB |
| isbn | 3764341696 0817641696 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009070818 |
| oclc_num | 43945452 |
| open_access_boolean | |
| owner | DE-824 DE-355 DE-BY-UBR DE-703 DE-706 DE-634 |
| owner_facet | DE-824 DE-355 DE-BY-UBR DE-703 DE-706 DE-634 |
| physical | VIII, 184 S. 24 cm |
| publishDate | 2000 |
| publishDateSearch | 2000 |
| publishDateSort | 2000 |
| publisher | Birkhäuser |
| record_format | marc |
| spelling | Chen, Jie 1964- Verfasser (DE-588)122205057 aut Parametric statistical change point analysis Jie Chen ; A. K. Gupta Boston ; Basel ; Berlin Birkhäuser 2000 VIII, 184 S. 24 cm txt rdacontent n rdamedia nc rdacarrier Literaturverz. S. 173 - 184 Rupture (Statistique) Statistische analyse gtt Change-point problems Change-point-Problem (DE-588)4598971-0 gnd rswk-swf Change-point-Problem (DE-588)4598971-0 s DE-604 Gupta, Arjun K. 1938- Verfasser (DE-588)122205103 aut DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009070818&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Chen, Jie 1964- Gupta, Arjun K. 1938- Parametric statistical change point analysis Rupture (Statistique) Statistische analyse gtt Change-point problems Change-point-Problem (DE-588)4598971-0 gnd |
| subject_GND | (DE-588)4598971-0 |
| title | Parametric statistical change point analysis |
| title_auth | Parametric statistical change point analysis |
| title_exact_search | Parametric statistical change point analysis |
| title_full | Parametric statistical change point analysis Jie Chen ; A. K. Gupta |
| title_fullStr | Parametric statistical change point analysis Jie Chen ; A. K. Gupta |
| title_full_unstemmed | Parametric statistical change point analysis Jie Chen ; A. K. Gupta |
| title_short | Parametric statistical change point analysis |
| title_sort | parametric statistical change point analysis |
| topic | Rupture (Statistique) Statistische analyse gtt Change-point problems Change-point-Problem (DE-588)4598971-0 gnd |
| topic_facet | Rupture (Statistique) Statistische analyse Change-point problems Change-point-Problem |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009070818&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT chenjie parametricstatisticalchangepointanalysis AT guptaarjunk parametricstatisticalchangepointanalysis |