| Titre : |
Nonparametric methods in change-point problems |
| Type de document : |
texte imprimé |
| Auteurs : |
B. E. Brodsky, Auteur ; B. S. Darkhovsky, Auteur |
| Editeur : |
Boston : Kluwer academic publishers |
| Année de publication : |
1993 |
| Collection : |
Mathematics and its applications num. 243 |
| Importance : |
XI-209 p. |
| Présentation : |
ill. |
| Format : |
25 cm |
| ISBN/ISSN/EAN : |
978-0-7923-2122-4 |
| Note générale : |
Bibliogr. p. 199-209 |
| Langues : |
Anglais (eng) |
| Mots-clés : |
Nonparametric statistics
Change-point problems
Statistique non paramétrique |
| Index. décimale : |
519.234 Méthodes non paramétriques |
| Résumé : |
This volume deals with non-parametric methods of change point (disorder) detection in random processes and fields. A systematic account is given of up-to-date developments in this rapidly evolving branch of statistics. |
| Note de contenu : |
Contents:
* Introduction: Goals and problems of change point detection. * Preliminary considerations.
* State-of-the-art review.
* A posteriori change point problems.
* Sequential change point detection problems.
* Disorder detection of random fields.
* Applications of nonparametric change point detection methods.
* Proofs, new results and technical details. |
Nonparametric methods in change-point problems (1993)
