| 书目名称 | Parametric Statistical Change Point Analysis | | 编辑 | Jie Chen,A. K. Gupta | | 视频video | | | 图书封面 |  | | 描述 | Recently there has been a keen interest in the statistical analysis of change point detec tion and estimation. Mainly, it is because change point problems can be encountered in many disciplines such as economics, finance, medicine, psychology, geology, litera ture, etc. , and even in our daily lives. From the statistical point of view, a change point is a place or time point such that the observations follow one distribution up to that point and follow another distribution after that point. Multiple change points problem can also be defined similarly. So the change point(s) problem is two fold: one is to de cide if there is any change (often viewed as a hypothesis testing problem), another is to locate the change point when there is a change present (often viewed as an estimation problem). The earliest change point study can be traced back to the 1950s. During the fol lowing period of some forty years, numerous articles have been published in various journals and proceedings. Many of them cover the topic of single change point in the means of a sequence of independently normally distributed random variables. Another popularly covered topic is a change point in regression models | | 出版日期 | Book 20001st edition | | 关键词 | Economics; Processing; Statistica; form; geology; information; likelihood; medicine; psychology; signal proce | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-4757-3131-6 | | isbn_ebook | 978-1-4757-3131-6 | | copyright | Springer Science+Business Media New York 2000 |
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发表于 2025-3-21 19:55:09
