Nonparametric Methods in Change Point Problems by E. BrodskyNonparametric Methods in Change Point Problems by E. Brodsky

Nonparametric Methods in Change Point Problems

byE. Brodsky, B.S. Darkhovsky

Paperback | December 6, 2010

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This volume deals with nonparametric 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. It also provides a new approach to change point detection which is characterized by the reduction of change point problems to the more basic problem of mean value change points, and also the implementation of nonparametric statistics which require no a priori information concerning distributions. The book has seven chapters: Chapter 1 presents an account of preliminary considerations. Chapter 2 reviews the current state-of-the-art. Chapters 3 and 4 -- the major chapters of the book -- consider a posteriori change point problems and sequential change point detection problems, respectively. Chapter 5 discusses disorder detection of random fields, and Chapter 6 deals with applications in such diverse areas as geophysics, control systems and the analysis of historical texts. The volume concludes with a chapter devoted to new results, proofs and some technical details including an overview of a computer program package which has been developed for a posteriori change point detection. For researchers in the statistics and probability of random processes, this volume will also be of interest to specialists in control theory, engineering, systems analysis and cybernetics.

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Title:Nonparametric Methods in Change Point ProblemsFormat:PaperbackDimensions:222 pagesPublished:December 6, 2010Publisher:Springer NetherlandsLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:9048142407

ISBN - 13:9789048142408

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Table of Contents

Preface. Introduction: Goals and problems of change point detection. 1. Preliminary considerations. 2. State-of-the-art review. 3. A posteriori change point problems. 4. Sequential change point detection problems. 5. Disorder detection of random fields. 6. Applications of nonparametric change point detection methods. 7. Proofs, new results and technical details. References.

Editorial Reviews

`... excellent monograph ... highly recommended ... as a graduate-level textbook on the subject, as well as an outstanding source of information for everyone doing research in these and related areas of random processes and mathematical statistics.' Mathematical Reviews, 95d