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Inference for Change Point and Post Change Means After a CUSUM Test
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Catalogue Information
Field name
Details
Dewey Class
519.5 (DDC 22)
Title
Inference for Change Point and Post Change Means After a CUSUM Test (EB) / by Yanhong Wu
Author
Wu, Yanhong
Other name(s)
SpringerLink (Online service)
Publication
New York, NY : Springer , 2005
Physical Details
: v.: digital
Series
Lecture Notes in Statistics
0930-0325 ; 180
ISBN
9780387262697
Summary 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.:
System details note
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site
http://dx.doi.org/10.1007/b100107
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Subject References:
Distribution (Probability theory)
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Mathematical Statistics
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Statistics
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Stochastic Processes
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Authors:
Wu, Yanhong
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Corporate Authors:
SpringerLink (Online service)
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Series:
Lecture Notes in Statistics
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Classification:
519.5 (DDC 22)
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