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Nonparametric Methods in Change Point Problems (Paperback, Softcover reprint of hardcover 1st ed. 1993)
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Nonparametric Methods in Change Point Problems (Paperback, Softcover reprint of hardcover 1st ed. 1993)
Series: Mathematics and Its Applications, 243
Expected to ship within 10 - 15 working days
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The explosive development of information science and technology
puts in new problems involving statistical data analysis. These
problems result from higher re quirements concerning the
reliability of statistical decisions, the accuracy of math ematical
models and the quality of control in complex systems. A new aspect
of statistical analysis has emerged, closely connected with one of
the basic questions of cynergetics: how to "compress" large volumes
of experimental data in order to extract the most valuable
information from data observed. De tection of large "homogeneous"
segments of data enables one to identify "hidden" regularities in
an object's behavior, to create mathematical models for each seg
ment of homogeneity, to choose an appropriate control, etc.
Statistical methods dealing with the detection of changes in the
characteristics of random processes can be of great use in all
these problems. These methods have accompanied the rapid growth in
data beginning from the middle of our century. According to a
tradition of more than thirty years, we call this sphere of
statistical analysis the "theory of change-point detection. "
During the last fifteen years, we have witnessed many exciting
developments in the theory of change-point detection. New promising
directions of research have emerged, and traditional trends have
flourished anew. Despite this, most of the results are widely
scattered in the literature and few monographs exist. A real need
has arisen for up-to-date books which present an account of
important current research trends, one of which is the theory of
non parametric change--point detection."
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