Limit this search to....

Limit Theorems in Change-Point Analysis
Contributor(s): Csörgö, Miklós (Author), Horváth, Lajos (Author)
ISBN: 0471955221     ISBN-13: 9780471955221
Publisher: Wiley
OUR PRICE:   $289.70  
Product Type: Hardcover
Published: December 1997
Qty:
Annotation: Change-point problems arise in a variety of experimental and mathematical sciences, as well as in engineering and health sciences. This rigorously researched text provides a comprehensive review of recent probabilistic methods for detecting various types of possible changes in the distribution of chronologically ordered observations. Further developing the already well-established theory of weighted approximations and weak convergence, the authors provide a thorough survey of parametric and non-parametric methods, regression and time series models together with sequential methods. All but the most basic models are carefully developed with detailed proofs, and illustrated by using a number of data sets. Contains a thorough survey of:
  • The Likelihood Approach
  • Non-Parametric Methods
  • Linear Models
  • Dependent Observations
This book is undoubtedly of interest to all probabilists and statisticians, experimental and health scientists, engineers, and essential for those working on quality control and surveillance problems. Foreword by David Kendall
Additional Information
BISAC Categories:
- Mathematics | Probability & Statistics - General
Dewey: 519.2
LCCN: 98110380
Series: Wiley Probability and Statistics
Physical Information: 1.15" H x 6.2" W x 9.3" (1.59 lbs) 440 pages
 
Descriptions, Reviews, Etc.
Publisher Description:
Ein allgemeiner Ãœberblick und eine streng mathematische Behandlung dieser statistischen Methode - alle Ergebnisse werden bewiesen, ausgehend von aktuellen Verfahren der Wahrscheinlichkeitsrechnung. FÃ1/4r fortgeschrittene Studenten und Fachleute aus Statistik, Wahrscheinlichkeitstheorie und Ingenieurwissenschaften sowie fÃ1/4r Forscher auf dem Gebiet der Qualitätskontrolle.