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Inference for Change Point and Post Change Means After a CUSUM Test

Inference for Change Point and Post Change Means After a CUSUM Test Author Yanhong Wu
ISBN-10 0387262695
Release 2007-12-29
Pages 158
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The main emphasis is on the inference problem for the change point and post-change parameters after a change has been detected. More specifically, due to the convenient form and statistical properties, the author concentrates on the CUSUM procedure. The goal is to provide some quantitative evaluations on the statistical properties of estimators on the change point and post-change parameters.



Multivariate Nonparametric Methods with R

Multivariate Nonparametric Methods with R Author Hannu Oja
ISBN-10 9781441904683
Release 2010-03-25
Pages 234
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Multivariate Nonparametric Methods with R has been writing in one form or another for most of life. You can find so many inspiration from Multivariate Nonparametric Methods with R also informative, and entertaining. Click DOWNLOAD or Read Online button to get full Multivariate Nonparametric Methods with R book for free.



Benchmarking Temporal Distribution and Reconciliation Methods for Time Series

Benchmarking  Temporal Distribution  and Reconciliation Methods for Time Series Author Estela Bee Dagum
ISBN-10 9780387354392
Release 2006-09-23
Pages 410
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Time series play a crucial role in modern economies at all levels of activity and are used by decision makers to plan for a better future. Before publication time series are subject to statistical adjustments and this is the first statistical book to systematically deal with the methods most often applied for such adjustments. Regression-based models are emphasized because of their clarity, ease of application, and superior results. Each topic is illustrated with real case examples. In order to facilitate understanding of their properties and limitations of the methods discussed a real data example is followed throughout the book.



Mathematical Reviews

Mathematical Reviews Author
ISBN-10 UOM:39015060987123
Release 2006
Pages
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Mathematical Reviews has been writing in one form or another for most of life. You can find so many inspiration from Mathematical Reviews also informative, and entertaining. Click DOWNLOAD or Read Online button to get full Mathematical Reviews book for free.



Cumulative Sum Charts and Charting for Quality Improvement

Cumulative Sum Charts and Charting for Quality Improvement Author Douglas M. Hawkins
ISBN-10 0387983651
Release 1998-01-23
Pages 247
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Covering CUSUMs from an application-oriented viewpoint, while also providing the essential theoretical underpinning, this is an accessible guide for anyone with a basic statistical training. The text is aimed at quality practitioners, teachers and students of quality methodologies, and people interested in analysis of time-ordered data. Further support is available from a Web site containing CUSUM software and data sets.



Sequential Analysis

Sequential Analysis Author Alexander Tartakovsky
ISBN-10 9781439838211
Release 2014-08-27
Pages 603
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Sequential Analysis: Hypothesis Testing and Changepoint Detection systematically develops the theory of sequential hypothesis testing and quickest changepoint detection. It also describes important applications in which theoretical results can be used efficiently. The book reviews recent accomplishments in hypothesis testing and changepoint detection both in decision-theoretic (Bayesian) and non-decision-theoretic (non-Bayesian) contexts. The authors not only emphasize traditional binary hypotheses but also substantially more difficult multiple decision problems. They address scenarios with simple hypotheses and more realistic cases of two and finitely many composite hypotheses. The book primarily focuses on practical discrete-time models, with certain continuous-time models also examined when general results can be obtained very similarly in both cases. It treats both conventional i.i.d. and general non-i.i.d. stochastic models in detail, including Markov, hidden Markov, state-space, regression, and autoregression models. Rigorous proofs are given for the most important results. Written by leading authorities in the field, this book covers the theoretical developments and applications of sequential hypothesis testing and sequential quickest changepoint detection in a wide range of engineering and environmental domains. It explains how the theoretical aspects influence the hypothesis testing and changepoint detection problems as well as the design of algorithms.



Applied Statistics and Probability for Engineers Student Solutions Manual

Applied Statistics and Probability for Engineers  Student Solutions Manual Author Douglas C. Montgomery
ISBN-10 9780470888445
Release 2010-08-09
Pages 398
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Montgomery and Runger's bestselling engineering statistics text provides a practical approach oriented to engineering as well as chemical and physical sciences. By providing unique problem sets that reflect realistic situations, students learn how the material will be relevant in their careers. With a focus on how statistical tools are integrated into the engineering problem-solving process, all major aspects of engineering statistics are covered. Developed with sponsorship from the National Science Foundation, this text incorporates many insights from the authors' teaching experience along with feedback from numerous adopters of previous editions.



Climate Time Series Analysis

Climate Time Series Analysis Author Manfred Mudelsee
ISBN-10 9048194822
Release 2010-08-26
Pages 474
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Climate is a paradigm of a complex system. Analysing climate data is an exciting challenge, which is increased by non-normal distributional shape, serial dependence, uneven spacing and timescale uncertainties. This book presents bootstrap resampling as a computing-intensive method able to meet the challenge. It shows the bootstrap to perform reliably in the most important statistical estimation techniques: regression, spectral analysis, extreme values and correlation. This book is written for climatologists and applied statisticians. It explains step by step the bootstrap algorithms (including novel adaptions) and methods for confidence interval construction. It tests the accuracy of the algorithms by means of Monte Carlo experiments. It analyses a large array of climate time series, giving a detailed account on the data and the associated climatological questions. This makes the book self-contained for graduate students and researchers.



Introduction to Statistical Quality Control

Introduction to Statistical Quality Control Author Douglas C. Montgomery
ISBN-10 0470169923
Release 2008-05-02
Pages 752
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The trusted guide to the statistical methods for quality control. Quality control and improvement is more than an engineering concern. Quality has become a major business strategy for increasing productivity and gaining competitive advantage. Introduction to Statistical Quality Control, Sixth Edition gives you a sound understanding of the principles of statistical quality control (SQC) and how to apply them in a variety of situations for quality control and improvement. With this text, you'll learn how to apply state-of-the-art techniques for statistical process monitoring and control, design experiments for process characterization and optimization, conduct process robustness studies, and implement quality management techniques. You'll appreciate the significant updates in the Sixth Edition including: * In-depth attention to DMAIC, the problem-solving strategy of Six Sigma. It will give you an excellent framework to use in conducting quality improvement projects. * New examples that illustrate applications of statistical quality improvement techniques in non-manufacturing settings. Many examples and exercises are based on real data. * New developments in the area of measurement systems analysis * New features of Minitab V15 incorporated into the text * Numerous new examples, exercises, problems, and techniques to enhance your absorption of the material



Computational Aspects of Model Choice

Computational Aspects of Model Choice Author Jaromir Antoch
ISBN-10 9783642997662
Release 2012-12-06
Pages 286
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Although no-one is, probably, too enthused about the idea, it is a fact that the development of most empirical sciences to a great extend depends of the development of data analysis methods and techniques, which, due to the necessity of applications of computers for that pur pose, actually means that it practically depends on the advancements and orientation of computational statistics. This volume contains complete texts of the lectures held during the Summer School on "Computational Aspects of Model Choice" orga nized jointly by Charles University, Prague, and International Associa tion for Statistical Computing (IASC) on July 1-14, 1991, in Prague. Main aims of the Summer School were to review and analyse some of the recent developments concerning computational aspects of the model choice as well as their theoretical background. The topics covers the problems of the change point detection, robust estimation and its computational aspects, classification using binary trees, stochastic ap proximation and optimization including the discussion about available software, computational aspects of graphical model selection and mul tiple hypotheses testing. The bridge between these different approaches is formed by the survey paper about statistical applications of artificial intelligence.



Probability Statistics for Engineers Scientists Global Edition

Probability   Statistics for Engineers   Scientists  Global Edition Author
ISBN-10 1292161361
Release 2016
Pages
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Probability Statistics for Engineers Scientists Global Edition has been writing in one form or another for most of life. You can find so many inspiration from Probability Statistics for Engineers Scientists Global Edition also informative, and entertaining. Click DOWNLOAD or Read Online button to get full Probability Statistics for Engineers Scientists Global Edition book for free.



Limit theorems in change point analysis

Limit theorems in change point analysis Author M. Csörgö
ISBN-10 UOM:39015040159074
Release 1997-12-18
Pages 414
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Change-point problems arise in a variety of experimental and mathematical sciences, as well as in engineering and health sciences. This rigorously researched text provides a comprehensive review of recent probabilistic methods for detecting various types of possible changes in the distribution of chronologically ordered observations. Further developing the already well-established theory of weighted approximations and weak convergence, the authors provide a thorough survey of parametric and non-parametric methods, regression and time series models together with sequential methods. All but the most basic models are carefully developed with detailed proofs, and illustrated by using a number of data sets. Contains a thorough survey of: * The Likelihood Approach * Non-Parametric Methods * Linear Models * Dependent Observations This book is undoubtedly of interest to all probabilists and statisticians, experimental and health scientists, engineers, and essential for those working on quality control and surveillance problems. Foreword by David Kendall



Handbook of Quantitative Science and Technology Research

Handbook of Quantitative Science and Technology Research Author Henk F. Moed
ISBN-10 1402027559
Release 2006-02-23
Pages 800
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This handbook offers a state-of-the-art overview of quantitative science and technology research. It focuses on the development and application of indicators derived from data on scientific or scholarly publications and patents. It comprises 34 chapters written by leading specialists in the various sub-domains. These chapters deal with theoretical and methodological issues, illustrate applications, and highlight their policy context and relevance. Authors present a survey of the research topics they address, and show their most recent achievements. The 34 chapters are arranged into 5 parts: Disciplinary Approaches; General Methodology; The Science System; The Technology System; and The Science–Technology Interface. The Editor’s Introduction provides a further specification of the handbook’s scope and of the main topics addressed in its chapters. This handbook aims at four distinct groups of readers: – practitioners in the field of science and technology studies; – research students in this field; – scientists, scholars and technicians who are interested in a systematic, thorough analysis of their activities; – policy makers and administrators who wish to be informed about the potentialities and limitations of the various approaches and about their results.



Analyzing Health Equity Using Household Survey Data

Analyzing Health Equity Using Household Survey Data Author Adam Wagstaff
ISBN-10 0821369342
Release 2007-11-02
Pages 165
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Have gaps in health outcomes between the poor and better off grown? Are they larger in one country than another? Are health sector subsidies more equally distributed in some countries than others? Are health care payments more progressive in one health care financing system than another? What are catastrophic payments and how can they be measured? How far do health care payments impoverish households? Answering questions such as these requires quantitative analysis. This in turn depends on a clear understanding of how to measure key variables in the analysis, such as health outcomes, health expenditures, need, and living standards. It also requires set quantitative methods for measuring inequality and inequity, progressivity, catastrophic expenditures, poverty impact, and so on. This book provides an overview of the key issues that arise in the measurement of health variables and living standards, outlines and explains essential tools and methods for distributional analysis, and, using worked examples, shows how these tools and methods can be applied in the health sector. The book seeks to provide the reader with both a solid grasp of the principles underpinning distributional analysis, while at the same time offering hands-on guidance on how to move from principles to practice.



Applied Quantitative Finance

Applied Quantitative Finance Author Wolfgang Karl Härdle
ISBN-10 9783662544860
Release 2017-08-02
Pages 372
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This volume provides practical solutions and introduces recent theoretical developments in risk management, pricing of credit derivatives, quantification of volatility and copula modeling. This third edition is devoted to modern risk analysis based on quantitative methods and textual analytics to meet the current challenges in banking and finance. It includes 14 new contributions and presents a comprehensive, state-of-the-art treatment of cutting-edge methods and topics, such as collateralized debt obligations, the high-frequency analysis of market liquidity, and realized volatility. The book is divided into three parts: Part 1 revisits important market risk issues, while Part 2 introduces novel concepts in credit risk and its management along with updated quantitative methods. The third part discusses the dynamics of risk management and includes risk analysis of energy markets and for cryptocurrencies. Digital assets, such as blockchain-based currencies, have become popular b ut are theoretically challenging when based on conventional methods. Among others, it introduces a modern text-mining method called dynamic topic modeling in detail and applies it to the message board of Bitcoins. The unique synthesis of theory and practice supported by computational tools is reflected not only in the selection of topics, but also in the fine balance of scientific contributions on practical implementation and theoretical concepts. This link between theory and practice offers theoreticians insights into considerations of applicability and, vice versa, provides practitioners convenient access to new techniques in quantitative finance. Hence the book will appeal both to researchers, including master and PhD students, and practitioners, such as financial engineers. The results presented in the book are fully reproducible and all quantlets needed for calculations are provided on an accompanying website. The Quantlet platform quantlet.de, quantlet.com, quantlet.org is an integrated QuantNet environment consisting of different types of statistics-related documents and program codes. Its goal is to promote reproducibility and offer a platform for sharing validated knowledge native to the social web. QuantNet and the corresponding Data-Driven Documents-based visualization allows readers to reproduce the tables, pictures and calculations inside this Springer book.



Applied Econometrics Using the SAS System

Applied Econometrics Using the SAS System Author Vivek Ajmani
ISBN-10 9781118210321
Release 2011-09-20
Pages 328
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The first cutting-edge guide to using the SAS® system for the analysis of econometric data Applied Econometrics Using the SAS® System is the first book of its kind to treat the analysis of basic econometric data using SAS®, one of the most commonly used software tools among today's statisticians in business and industry. This book thoroughly examines econometric methods and discusses how data collected in economic studies can easily be analyzed using the SAS® system. In addition to addressing the computational aspects of econometric data analysis, the author provides a statistical foundation by introducing the underlying theory behind each method before delving into the related SAS® routines. The book begins with a basic introduction to econometrics and the relationship between classical regression analysis models and econometric models. Subsequent chapters balance essential concepts with SAS® tools and cover key topics such as: Regression analysis using Proc IML and Proc Reg Hypothesis testing Instrumental variables analysis, with a discussion of measurement errors, the assumptions incorporated into the analysis, and specification tests Heteroscedasticity, including GLS and FGLS estimation, group-wise heteroscedasticity, and GARCH models Panel data analysis Discrete choice models, along with coverage of binary choice models and Poisson regression Duration analysis models Assuming only a working knowledge of SAS®, this book is a one-stop reference for using the software to analyze econometric data. Additional features include complete SAS® code, Proc IML routines plus a tutorial on Proc IML, and an appendix with additional programs and data sets. Applied Econometrics Using the SAS® System serves as a relevant and valuable reference for practitioners in the fields of business, economics, and finance. In addition, most students of econometrics are taught using GAUSS and STATA, yet SAS® is the standard in the working world; therefore, this book is an ideal supplement for upper-undergraduate and graduate courses in statistics, economics, and other social sciences since it prepares readers for real-world careers.



Econometric Analysis

Econometric Analysis Author William H. Greene
ISBN-10 0134461363
Release 2017-03
Pages 1176
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This is the eBook of the printed book and may not include any media, website access codes, or print supplements that may come packaged with the bound book. For first-¿year graduate courses in Econometrics for Social Scientists. Bridging the gap between social science studies and econometric analysis Designed to bridge the gap between social science studies and field-econometrics, Econometric Analysis, 8th Edition presents this ever-growing area at an accessible level. The book first introduces readers to basic techniques, a rich variety of models, and underlying theory that is easy to.