Nonparametric Methods In Change Point Problems
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Nonparametric Methods In Change Point Problems
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Author : E. Brodsky
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-14
Nonparametric Methods In Change Point Problems written by E. Brodsky and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-14 with Mathematics categories.
The explosive development of information science and technology puts in new problems involving statistical data analysis. These problems result from higher re quirements concerning the reliability of statistical decisions, the accuracy of math ematical models and the quality of control in complex systems. A new aspect of statistical analysis has emerged, closely connected with one of the basic questions of cynergetics: how to "compress" large volumes of experimental data in order to extract the most valuable information from data observed. De tection of large "homogeneous" segments of data enables one to identify "hidden" regularities in an object's behavior, to create mathematical models for each seg ment of homogeneity, to choose an appropriate control, etc. Statistical methods dealing with the detection of changes in the characteristics of random processes can be of great use in all these problems. These methods have accompanied the rapid growth in data beginning from the middle of our century. According to a tradition of more than thirty years, we call this sphere of statistical analysis the "theory of change-point detection. " During the last fifteen years, we have witnessed many exciting developments in the theory of change-point detection. New promising directions of research have emerged, and traditional trends have flourished anew. Despite this, most of the results are widely scattered in the literature and few monographs exist. A real need has arisen for up-to-date books which present an account of important current research trends, one of which is the theory of non parametric change--point detection.
Change Point Problems
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Author : Edward G. Carlstein
language : en
Publisher: IMS
Release Date : 1994
Change Point Problems written by Edward G. Carlstein and has been published by IMS this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Mathematics categories.
Nonparametric Methods In Change Point Problems
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Author : E. Brodsky
language : en
Publisher: Springer Science & Business Media
Release Date : 1993-01-31
Nonparametric Methods In Change Point Problems written by E. Brodsky and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993-01-31 with Mathematics categories.
The explosive development of information science and technology puts in new problems involving statistical data analysis. These problems result from higher re quirements concerning the reliability of statistical decisions, the accuracy of math ematical models and the quality of control in complex systems. A new aspect of statistical analysis has emerged, closely connected with one of the basic questions of cynergetics: how to "compress" large volumes of experimental data in order to extract the most valuable information from data observed. De tection of large "homogeneous" segments of data enables one to identify "hidden" regularities in an object's behavior, to create mathematical models for each seg ment of homogeneity, to choose an appropriate control, etc. Statistical methods dealing with the detection of changes in the characteristics of random processes can be of great use in all these problems. These methods have accompanied the rapid growth in data beginning from the middle of our century. According to a tradition of more than thirty years, we call this sphere of statistical analysis the "theory of change-point detection. " During the last fifteen years, we have witnessed many exciting developments in the theory of change-point detection. New promising directions of research have emerged, and traditional trends have flourished anew. Despite this, most of the results are widely scattered in the literature and few monographs exist. A real need has arisen for up-to-date books which present an account of important current research trends, one of which is the theory of non parametric change--point detection.
Nonparametric Methods In Change Point Problems
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Author : E. Brodsky
language : en
Publisher:
Release Date : 2014-09-01
Nonparametric Methods In Change Point Problems written by E. Brodsky and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-01 with categories.
Non Parametric Statistical Diagnosis
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Author : E. Brodsky
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-14
Non Parametric Statistical Diagnosis written by E. Brodsky and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-14 with Mathematics categories.
This book has a distinct philosophy and it is appropriate to make it explicit at the outset. In our view almost all classic statistical inference is based upon the assumption (explicit or implicit) that there exists a fixed probabilistic mechanism of data generation. Unlike classic statistical inference, this book is devoted to the statistical analysis of data about complex objects with more than one probabilistic mechanism of data generation. We think that the exis tence of more than one data generation process (DGP) is the most important characteristic of com plex systems. When the hypothesis of statistical homogeneity holds true, Le., there exists only one mechanism of data generation, all statistical inference is based upon the fundamentallaws of large numbers. However, the situation is completely different when the probabilistic law of data generation can change (in time or in the phase space). In this case all data obtained must be 'sorted' in subsamples generated by different probabilistic mechanisms. Only after such classification we can make correct inferences about all DGPs. There exists yet another type of problem for complex systems. Here it is important to detect possible (but unpredictable) changes of DGPs on-line with data collection. Since the complex system can change the probabilistic mechanism of data generation, the correct statistical analysis of such data must begin with decisions about possible changes in DGPs.
Recent Advances In Statistics And Probability
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Author : J. P. Vilaplana
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2020-05-18
Recent Advances In Statistics And Probability written by J. P. Vilaplana and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-05-18 with Mathematics categories.
No detailed description available for "Recent Advances in Statistics and Probability".
A Parametric Approach To Nonparametric Statistics
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Author : Mayer Alvo
language : en
Publisher: Springer
Release Date : 2018-10-12
A Parametric Approach To Nonparametric Statistics written by Mayer Alvo and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-12 with Mathematics categories.
This book demonstrates that nonparametric statistics can be taught from a parametric point of view. As a result, one can exploit various parametric tools such as the use of the likelihood function, penalized likelihood and score functions to not only derive well-known tests but to also go beyond and make use of Bayesian methods to analyze ranking data. The book bridges the gap between parametric and nonparametric statistics and presents the best practices of the former while enjoying the robustness properties of the latter. This book can be used in a graduate course in nonparametrics, with parts being accessible to senior undergraduates. In addition, the book will be of wide interest to statisticians and researchers in applied fields.
Change Point Analysis In Nonstationary Stochastic Models
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Author : Boris Brodsky
language : en
Publisher: CRC Press
Release Date : 2016-12-12
Change Point Analysis In Nonstationary Stochastic Models written by Boris Brodsky and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-12-12 with Mathematics categories.
This book covers the development of methods for detection and estimation of changes in complex systems. These systems are generally described by nonstationary stochastic models, which comprise both static and dynamic regimes, linear and nonlinear dynamics, and constant and time-variant structures of such systems. It covers both retrospective and sequential problems, particularly theoretical methods of optimal detection. Such methods are constructed and their characteristics are analyzed both theoretically and experimentally. Suitable for researchers working in change-point analysis and stochastic modelling, the book includes theoretical details combined with computer simulations and practical applications. Its rigorous approach will be appreciated by those looking to delve into the details of the methods, as well as those looking to apply them.
Asymptotic Analysis Of Random Walks Light Tailed Distributions
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Author : A. A. Borovkov
language : en
Publisher: Cambridge University Press
Release Date : 2020-10-29
Asymptotic Analysis Of Random Walks Light Tailed Distributions written by A. A. Borovkov and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-10-29 with Mathematics categories.
A systematic modern treatise on large deviation theory for random walks with light tails, from one of its key creators.
Parametric Statistical Change Point Analysis
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Author : Jie Chen
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-11
Parametric Statistical Change Point Analysis written by Jie Chen and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-11 with Mathematics categories.
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.