Yanhong Wu
Springer New York
2005e druk, 2005
9780387229270
Inference for Change Point and Post Change Means After a CUSUM Test
Specificaties
Paperback, 158 blz.
|
Engels
Springer New York |
2005e druk, 2005
ISBN13: 9780387229270
Rubricering
Onderdeel van serie
Lecture Notes in Statistics
Levertijd ongeveer 8 werkdagen
Samenvatting
The main emphasis is on the inference problem for the change point and post-change parameters after a change has been detected. More specifically, due to the convenient form and statistical properties, the author concentrates on the CUSUM procedure. The goal is to provide some quantitative evaluations on the statistical properties of estimators on the change point and post-change parameters.
Specificaties
ISBN13:9780387229270
Taal:Engels
Bindwijze:paperback
Aantal pagina's:158
Uitgever:Springer New York
Druk:2005
Inhoudsopgave
CUSUM Procedure.- Change-Point Estimation.- Confidence Interval for Change-Point.- Inference for Post-Change Mean.- Estimation After False Signal.- Inference with Change in Variance.- Sequential Classification and Segmentation.- An Adaptive CUSUM Procedure.- Dependent Observation Case.- Other Methods and Remarks.