Inference for Change Point and Post Change Means After a CUSUM Test (Record no. 369298)

000 -LEADER
fixed length control field 04330nam a22005775i 4500
001 - CONTROL NUMBER
control field 978-0-387-26269-7
003 - CONTROL NUMBER IDENTIFIER
control field DE-He213
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20180115171351.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 100301s2005 xxu| s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780387262697
-- 978-0-387-26269-7
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1007/b100107
Source of number or code doi
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA273.A1-274.9
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA274-274.9
072 #7 - SUBJECT CATEGORY CODE
Subject category code PBT
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code PBWL
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code MAT029000
Source bisacsh
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.2
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Wu, Yanhong.
Relator term author.
245 10 - TITLE STATEMENT
Title Inference for Change Point and Post Change Means After a CUSUM Test
Medium [electronic resource] /
Statement of responsibility, etc. by Yanhong Wu.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture New York, NY :
Name of producer, publisher, distributor, manufacturer Springer New York,
Date of production, publication, distribution, manufacture, or copyright notice 2005.
300 ## - PHYSICAL DESCRIPTION
Extent XIII, 158 p.
Other physical details online resource.
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term online resource
Carrier type code cr
Source rdacarrier
347 ## - DIGITAL FILE CHARACTERISTICS
File type text file
Encoding format PDF
Source rda
490 1# - SERIES STATEMENT
Series statement Lecture Notes in Statistics,
International Standard Serial Number 0930-0325 ;
Volume/sequential designation 180
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note CUSUM Procedure -- Change-Point Estimation -- Confidence Interval for Change-Point -- Inference for Post-Change Mean -- Estimation After False Signal -- Inference with Change in Variance -- Sequential Classification and Segmentation -- An Adaptive CUSUM Procedure -- Dependent Observation Case -- Other Methods and Remarks.
520 ## - SUMMARY, ETC.
Summary, etc. 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. The exponential family distribution is used as the basic model that includes changes in mean, variance, and hazard rate as special cases. There are fundamental differences between the sequential sampling plan and fixed sample size. Although the results are given under the CUSUM procedure, the methods and techniques discussed provide new approaches to deal with inference problems after sequential change-point detection, and they also contribute to the theoretical aspects of sequential analysis. Many results are of independent interests and can be used to study random walk related stochastic models. Yanhong Wu is a visiting lecturer in statistics at the University of the Pacific. Previously, he was a visiting associate professor at the University of Michigan and an assistant professor at the University of Alberta. He has published more than forty research papers on the topics of change-point problem, quality control, mixture models, risk theory, and reliability mathematics. He was the receiver of Pierre-Robillard Award from the Canadian Statistical Society. .
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematics.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Probabilities.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Statistics.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Quality control.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Reliability.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Industrial safety.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Econometrics.
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematics.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Probability Theory and Stochastic Processes.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Statistical Theory and Methods.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Quality Control, Reliability, Safety and Risk.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Statistics for Business/Economics/Mathematical Finance/Insurance.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Econometrics.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Printed edition:
International Standard Book Number 9780387229270
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Lecture Notes in Statistics,
International Standard Serial Number 0930-0325 ;
Volume number/sequential designation 180
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://dx.doi.org/10.1007/b100107">http://dx.doi.org/10.1007/b100107</a>
912 ## -
-- ZDB-2-SMA
Holdings
Withdrawn status Lost status Damaged status Not for loan Collection code Permanent Location Current Location Date acquired Date last seen Price effective from Koha item type
  Not Lost     EBook e-Library e-Library 2018-01-15 2018-01-15 2018-01-15 eBook

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