MARC details
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04254nam a22005175i 4500 |
| 001 - CONTROL NUMBER |
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978-0-387-26269-7 |
| 003 - CONTROL NUMBER IDENTIFIER |
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DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20250710083935.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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cr nn 008mamaa |
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100301s2005 xxu| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780387262697 |
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99780387262697 |
| 024 7# - OTHER STANDARD IDENTIFIER |
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| Standard number or code |
10.1007/b100107 |
| Source of number or code |
doi |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
519.5 |
| Edition information |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Wu, Yanhong. |
| Relator term |
author. |
| 245 10 - TITLE STATEMENT |
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| Title |
Inference for Change Point and Post Change Means After a CUSUM Test |
| Medium |
[recurso electrónico] / |
| Statement of responsibility, etc. |
by Yanhong Wu. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
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| 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 |
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| Extent |
XIII, 158 p. |
| Other physical details |
online resource. |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
recurso en línea |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
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| File type |
text file |
| Encoding format |
PDF |
| Source |
rda |
| 490 1# - SERIES STATEMENT |
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| Series statement |
Lecture Notes in Statistics, |
| International Standard Serial Number |
0930-0325 ; |
| Volume/sequential designation |
180 |
| 505 0# - FORMATTED CONTENTS NOTE |
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| 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. |
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| 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 |
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| Topical term or geographic name entry element |
STATISTICS. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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DISTRIBUTION (PROBABILITY THEORY). |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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MATHEMATICAL STATISTICS. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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ECONOMICS |
| General subdivision |
STATISTICS. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
SYSTEM SAFETY. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
ECONOMETRICS. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
STATISTICS. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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STATISTICAL THEORY AND METHODS. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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STATISTICS FOR ENGINEERING, PHYSICS, COMPUTER SCIENCE, CHEMISTRY & GEOSCIENCES. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
QUALITY CONTROL, RELIABILITY, SAFETY AND RISK. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
PROBABILITY THEORY AND STOCHASTIC PROCESSES. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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STATISTICS FOR BUSINESS/ECONOMICS/MATHEMATICAL FINANCE/INSURANCE. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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ECONOMETRICS. |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
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| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY |
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| Title |
Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
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| Relationship information |
Printed edition: |
| International Standard Book Number |
9780387229270 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
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| Uniform title |
Lecture Notes in Statistics, |
| International Standard Serial Number |
0930-0325 ; |
| Volume/sequential designation |
180 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
<a href="http://dx.doi.org/10.1007/b100107">http://dx.doi.org/10.1007/b100107</a> |
| Public note |
Ver el texto completo en las instalaciones del CICY |
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ZDB-2-SMA |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Libros electrónicos |
