发帖
雷达卡
作者： Chen, Jie, Gupta, Arjun K.
出版社: Birkhäuser Boston
出版日期：Nov 5 2011
书号：
- ISBN-10: 0817648003
- ISBN-13: 978-0817648008
简介：
- Covers change point problems having applications in economics, finance, medicine, and molecular biology
- Clear and systematic exposition with a great deal of introductory material included
- Extensive examples emphasize key concepts and different methodologies used
- Second edition contains new examples related to modern molecular biology, finance, and air traffic control
- Two new sections of applications of the underlying change point models in analyzing the array Comparative Genomic Hybridization (aCGH) data for DNA copy number changes
- Accessible to theoretical and applied statisticians as well as graduate and advanced undergraduate students
Revised and expanded, Parametric Statistical Change Point Analysis, Second Edition is an in-depth study of the change point problem from a general point of view, and a deeper look at change point analysis of the most commonly used statistical models. For some time, change point problems have appeared throughout the sciences in such disciplines as economics, medicine, psychology, signal processing, and geology; more recently, they have also been found extensively in applications related to biomedical imaging data, array Comparative Genomic Hybridization (aCGH) data, and gene expression data. These areas of interest—new and old—have motivated substantial research on change point problems and led to a significant body of literature in the field. The present monograph stands as a valuable contribution to this literature.
Key features and topics:
* Clear and systematic exposition with a great deal of introductory material included;
* Different models in each chapter, including gamma and exponential models, rarely examined thus far in the literature;
* Extensive examples to emphasize key concepts and different methodologies used, namely the likelihood ratio criterion as well as the Bayesian and information criterion approaches;
* An up-to-date comprehensive bibliography and two indices.
New to the Second Edition:
* New examples of change point analysis in modern molecular biology and other fields such as finance and air traffic control;
* Two new sections of applications of the underlying change point models in analyzing the array Comparative Genomic Hybridization (aCGH) data for DNA copy number changes;
* A new chapter on change points in the hazard function;
* A new chapter on other practical change point models, such as the epidemic change point model and a smooth-and-abrupt change point model.
This monograph will be a highly useful resource for an impressively broad range of researchers in statistics, as well as a useful supplement for graduate courses in the field.
Content Level » Graduate
Keywords » Bayesian and information criterion approaches - aCGH data - change point models - discrete models - epidemic change point models - hazard function model - likelihood ratio criterion - multivariate normal model - regression - smooth-and-abrupt change point model - univariate normal model
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