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Parametric statistical change point analysis

Author: Jie Chen; A K Gupta
Publisher: Boston : Birkhäuser, ©2000.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
Summary:
"This work is an in-depth study of the change point problem from a general point of view and a further examination of change point analysis of the most commonly used statistical models. Change point problems are encounted in such disciplines as economics, finance, medicine, psychology, signal processing, and geology, to mention only several."--Jacket.
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Jie Chen; A K Gupta
ISBN: 0817641696 9780817641696 3764341696 9783764341695
OCLC Number: 43945452
Description: viii, 184 pages : illustrations ; 24 cm
Contents: 1. Preliminaries --
2. Univariate Normal Model. 2.1. Mean Change. 2.2. Variance Change. 2.3. Mean and Variance Changes --
3. Multivariate Normal Model. 3.1. Mean Vector Change. 3.2. Covariance Change. 3.3. Mean Vector and Covariance Changes --
4. Regression Models. 4.1. Literature Review. 4.2. Simple Linear Regression Model. 4.3. Multiple Linear Regression Model --
5. Gamma Model. 5.1. Problem. 5.2. Likelihood-Ratio Procedure. 5.3. Informational Approach. 5.4. Bayesian Approach. 5.5. Examples. 5.6. Another Type of Change --
6. Exponential Model. 6.1. Problem. 6.2. Likelihood-Ratio Procedure. 6.3. Alternate Approach. 6.4. Informational Approach. 6.5. Examples --
7. Discrete Models. 7.1. Introduction.
Responsibility: Jie Chen, A.K. Gupta.
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Abstract:

"This work is an in-depth study of the change point problem from a general point of view and a further examination of change point analysis of the most commonly used statistical models. Change point problems are encounted in such disciplines as economics, finance, medicine, psychology, signal processing, and geology, to mention only several."--Jacket.

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