Applied Change Point Problems in StatisticsBimal K. Sinha, Andrew L. Rukhin, Mohammad Ahsanullah |
Contents
Comparison Change Analysis Approach to Changepoint Estimation | 57 |
Change Point and Change Curve Modeling in Stochastic Processes | 84 |
Relevance | 103 |
Copyright | |
4 other sections not shown
Common terms and phrases
Annals of Statistics applied approximation ARLO assume Banfield Bayes factors Biometrika bootstrap boundary Brownian Bridge Brownian motion change analysis change curves change point change point problem Change PP plot change-point model comparison computed consider convergence covariates CUSUM procedure defined denote Department of Statistics distribution function equation estimator EWMA procedure failure fertility jumps Figure formulation Gaussian given hazard functions Hušková inference Jandhyala Kalman filter Legender poly change M-estimators M-test MacNeill Markov chain mean methods morphine MTD model Nonparametric normal null hypothesis observations obtained outliers parameters point model Poisson process poly change density Pooled EDF posterior distribution principal curves probability Raftery random variables recursive regression model SADT sample Score Change Process score function Section sequence Sequential simulation Srivastava stochastic processes stopping rule strength survival analysis test statistic time-dependent coefficients values variance vector W₁ Zacks