rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Change analysis
  name:
    name part: Parzen, Emanuel
    name part: 1929-2016
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: United States
    name part: Army Research Office,
    role:
      role term: sponsoring body.
  name:
    name part: Texas A & M University
    name part: Department of Statistics,
    role:
      role term: issuing body.
  name:
    name part: Texas A & M Research Foundation
  type of resource: text
  genre: bibliography
  origin info:
    place:
      place term: txu
    date issued: 1992
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: print
    extent: 8 leaves ; 28 cm
  abstract: Change Analysis "in the strict sense" is concerned with the problem of detecting and estimating slow and abrupt changes in the probability distributions of successive observations Y(t) of a variable or system. This paper has two goals (1) introduce an approach to Change problems by introducing analysis of Score Change Processes (whose idea is to study if a model to a whole data set fails to fit it by "random walking" the parameter estimating equations); (2) develop analogies between four basic statistics problems, corresponding to the standard assumptions made about a sequence of observations Y(t), t = 1,...,n; test the hypothesis: A: Distribution of specified parametric form, B: Independence, C: Identical distribution, For a sequence of bivariate observations X((t), Y(t)) one would like to test D: Independence of X and Y. Contents are: Introduction, Change analysis in the strict sense (test Assumption C), Goodness of fit (test Assumption A), Spectral Analysis (test Assumption B), Four phases of change analysis, Parametric scores change analysis, Nonparametric scores change analysis.
  note: Emanuel Parzen.
  note: "June 1992."
  note: "Texas A & M Research Foundation."
  note: Includes bibliographical references (leaf 8).
  note: Sponsored by U.S. Army Research Office project ("Functional Statistical Data Analysis and Modeling") no. 6547
  subject:
    topic: Distribution (Probability theory)
  subject:
    topic: Parameter estimation
  subject:
    topic: Random walks (Mathematics)
  subject:
    topic: Change-point problems
  subject:
    topic: CUSUM technique
  subject:
    topic: System analysis
  subject:
    topic: Nonparametric statistics
  subject:
    topic: Mathematical statistics
  subject:
    topic: Distribution (Probability theory)
  subject:
    topic: Parameter estimation
  subject:
    topic: Random walks (Mathematics)
  subject:
    topic: System analysis
  subject:
    topic: Parametric change analysis
  subject:
    topic: Nonparametric change analysis
  related item:
    title info:
      title: Technical report (Texas A & M University. Department of Statistics) ; no. 172
  record info:
    record content source: AFM
    record creation date: 941102
    record change date: 20191026063013.0
    record identifier: in00001260862
    language of cataloging:
      language term: eng