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Ein allgemeiner Überblick und eine streng mathematische Behandlung dieser statistischen Methode - alle Ergebnisse werden bewiesen, ausgehend von aktuellen Verfahren der Wahrscheinlichkeitsrechnung. Für fortgeschrittene Studenten und Fachleute aus Statistik, Wahrscheinlichkeitstheorie und Ingenieurwissenschaften sowie für Forscher auf dem Gebiet der Qualitätskontrolle.
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
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Produktbeschreibung
Ein allgemeiner Überblick und eine streng mathematische Behandlung dieser statistischen Methode - alle Ergebnisse werden bewiesen, ausgehend von aktuellen Verfahren der Wahrscheinlichkeitsrechnung. Für fortgeschrittene Studenten und Fachleute aus Statistik, Wahrscheinlichkeitstheorie und Ingenieurwissenschaften sowie für Forscher auf dem Gebiet der Qualitätskontrolle.
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
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Autorenporträt
Miklós Csörgö is the author of Limit Theorems in Change-Point Analysis, published by Wiley. Lajos Horváth is the author of Limit Theorems in Change-Point Analysis, published by Wiley.
Rezensionen
"This book is suitable for Ph.D. students who wish to establish a solid grounding in the field, and researchers who need a reliable reference to precisely formulated results and their proofs. The book contains a very extensive list of references reading into the late 1990's." (Mathematical Reviews, 2011)