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Download LIMIT THEOREMS IN CHANGE-POINT ANALYSIS Ebook

(By Lajos Horv?th, Mikl?s Cs?rg?)

Format: djvu

Language: English

Publisher: Wiley

Click Here to Download Ebook now:
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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 From the Publisher The authors provide a concise overview and rigorous mathematical treatment of methods for change-point problems. A number of data sets are used to illustrate the effectiveness of the various techniques. Topics covered include parametric models, regression models, nonparametric methods and time series models. Csorgo is a widely acknowledged expert in the field.

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