Parametric statistical change point analysis /

Bibliographic Details
Main Author:	Chen, Jie, 1964-
Corporate Author:	SpringerLink (Online service)
Other Authors:	Gupta, A. K. (Arjun K.), 1938-
Format:	eBook
Language:	English
Published:	Boston : Birkhäuser, [2000]
Subjects:	Change-point problems. Rupture (Statistique) Statistische analyse. Change-point-Problem. Electronic books.
Online Access:	Connect to the full text of this electronic book

Table of Contents:

1. Preliminaries
2. Univariate Normal Model. 2.1. Mean Change. 2.2. Variance Change. 2.3. Mean and Variance Changes
3. Multivariate Normal Model. 3.1. Mean Vector Change. 3.2. Covariance Change. 3.3. Mean Vector and Covariance Changes
4. Regression Models. 4.1. Literature Review. 4.2. Simple Linear Regression Model. 4.3. Multiple Linear Regression Model
5. Gamma Model. 5.1. Problem. 5.2. Likelihood-Ratio Procedure. 5.3. Informational Approach. 5.4. Bayesian Approach. 5.5. Examples. 5.6. Another Type of Change
6. Exponential Model. 6.1. Problem. 6.2. Likelihood-Ratio Procedure. 6.3. Alternate Approach. 6.4. Informational Approach. 6.5. Examples
7. Discrete Models. 7.1. Introduction.