عنوان
پدید آورنده
موضوع
رده
QA274.42 .P66 2018
QA274
.
42
.
P66
2018
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9789813231771
(Number (ISBN
9813231777
Erroneous ISBN
9789813231764
Erroneous ISBN
9813231769
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Estimations and tests in change-point models /
General Material Designation
[Book]
First Statement of Responsibility
by Odile Pons (INRA, National Institute for Agronomical Research, France).
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
New Jersey :
Name of Publisher, Distributor, etc.
World Scientific,
Date of Publication, Distribution, etc.
2018.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
Intro; Contents; Preface; 1. Introduction; 1.1 Detection of changes in the distribution of a sample; 1.2 Change-points in regression models; 1.3 Models for processes; 1.4 Empirical processes on small intervals; 1.5 Content of the book; 2. Change-points in the mean; 2.1 Empirical estimators; 2.2 Test for a change of mean; 2.3 Maximum likelihood estimation; 2.4 Likelihood ratio test; 2.5 Maximum likelihood with an unknown density; 2.6 Chronological change in the mean; 2.7 Maximum likelihood for a chronological change; 2.8 Nonparametric maximum likelihood
Text of Note
3. Change-points for parametric densities3.1 Maximum likelihood estimation; 3.2 Likelihood ratio test; 3.3 Maximum likelihood with an unknown density; 3.4 Maximum likelihood for a chronological change; 3.5 Likelihood ratio test for a chronological change; 3.6 Nonparametric maximum likelihood; 4. Change-points for parametric regressions; 4.1 Change-points in regressions; 4.2 Convergences in linear regressions; 4.3 Test of linear regressions without change; 4.4 Change-points in parametric models; 4.5 Maximum likelihood in parametric models; 4.6 Likelihood ratio test in parametric models
Text of Note
4.7 Chronological changes in parametric models4.8 Test of parametric models without change; 4.9 Maximum likelihood for chronological changes; 4.10 Likelihood ratio test; 5. Change-points for point processes; 5.1 Change in the intensity of a Poisson process; 5.2 Likelihood ratio test for a Poisson process; 5.3 Parametric models for Poisson processes; 5.4 Likelihood ratio test for parametric processes; 5.5 Counting process with right censoring; 5.6 Change-point in a hazard function; 5.7 Parametric estimators under right-censoring; 5.8 Estimation by minimum of variance
Text of Note
5.9 Mean squares test of no change5.10 Nonparametric maximum likelihood estimators; 5.11 Likelihood ratio test of models without change; 5.12 Counting process with a multiplicative intensity; 6. Change-points in proportional hazards model; 6.1 Proportional hazards with changes; 6.2 Change-point at a covariate threshold; 6.3 Convergence of the estimators; 6.4 Maximum likelihood test of models without change; 6.5 Change-point at a time threshold; 6.6 Convergence of the estimators; 6.7 Likelihood ratio test of models without change; 7. Change-points for auto-regressive series
Text of Note
7.1 Series of AR(p) models7.2 Convergence in the AR(1) model; 7.3 Convergence in the AR(p) model; 7.4 Change-points in AR(p) models; 7.5 Convergence in models with change-points; 7.6 Tests in models with change-points; 7.7 Change-points at a threshold of series; 8. Change-points in nonparametric models; 8.1 Nonparametric models; 8.2 Nonparametric density with a change; 8.3 Likelihood ratio test of no change; 8.4 Mixture of densities; 8.5 Nonparametric regression with a change; 8.6 Test of models without changes; 8.7 Maximum likelihood for nonparametric regressions; 8.8 Likelihood ratio test
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OTHER EDITION IN ANOTHER MEDIUM
Title
Estimations and tests in change-point models.
International Standard Book Number
9789813231764
TOPICAL NAME USED AS SUBJECT
Change-point problems.
Mathematical analysis.
Mathematical statistics.
Change-point problems.
Mathematical analysis.
Mathematical statistics.
MATHEMATICS-- Applied.
MATHEMATICS-- Probability & Statistics-- General.
(SUBJECT CATEGORY (Provisional
MAT-- 003000
MAT-- 029000
DEWEY DECIMAL CLASSIFICATION
Number
519
.
2/3
Edition
23
LIBRARY OF CONGRESS CLASSIFICATION
Class number
QA274
.
42
Book number
.
P66
2018
PERSONAL NAME - PRIMARY RESPONSIBILITY
Pons, Odile
ORIGINATING SOURCE
Date of Transaction
20200823231924.0
Cataloguing Rules (Descriptive Conventions))
pn
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
