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Inference for change point and post change means after a CUSUM test / Yanhong WU (Cop. 2005)
Titre : Inference for change point and post change means after a CUSUM test Type de document : texte imprimé Auteurs : Yanhong WU, Auteur Editeur : Springer Verlag Année de publication : Cop. 2005 Collection : Lecture notes in statistics num. 180 Importance : XIII-158 p. ISBN/ISSN/EAN : 978-0-387-22927-0 Langues : Anglais Mots-clés : statistique probabilité processus stochastique économétrie Résumé : This monograph is the first to systematically study the bias of estimators and construction of corrected confidence intervals for change-point and post-change parameters after a change is detected by using a CUSUM procedure. Researchers in change-point problems and sequential analysis, time series and dynamic systems, and statistical quality control will find that the methods and techniques are mostly new and can be extended to more general dynamic models where the structural and distributional parameters are monitored. Practitioners, who are interested in applications to quality control, dynamic systems, financial markets, clinical trials and other areas, will benefit from case studies based on data sets from river flow, accident interval, stock prices, and global warming. Readers with an elementary probability and statistics background and some knowledge of CUSUM procedures will be able to understand most results as the material is relatively self-contained. Note de contenu : index, bibliogr. Inference for change point and post change means after a CUSUM test [texte imprimé] / Yanhong WU, Auteur . - [S.l.] : Springer Verlag, Cop. 2005 . - XIII-158 p.. - (Lecture notes in statistics; 180) .
ISBN : 978-0-387-22927-0
Langues : Anglais
Mots-clés : statistique probabilité processus stochastique économétrie Résumé : This monograph is the first to systematically study the bias of estimators and construction of corrected confidence intervals for change-point and post-change parameters after a change is detected by using a CUSUM procedure. Researchers in change-point problems and sequential analysis, time series and dynamic systems, and statistical quality control will find that the methods and techniques are mostly new and can be extended to more general dynamic models where the structural and distributional parameters are monitored. Practitioners, who are interested in applications to quality control, dynamic systems, financial markets, clinical trials and other areas, will benefit from case studies based on data sets from river flow, accident interval, stock prices, and global warming. Readers with an elementary probability and statistics background and some knowledge of CUSUM procedures will be able to understand most results as the material is relatively self-contained. Note de contenu : index, bibliogr. Exemplaires
Code-barres Cote Support Localisation Section Disponibilité 20308 LNS 180 Livre Recherche Salle Disponible