Parametric Statistical Change Point Analysis: With Applications to Genetics, Medicine, and Finance - Image 1

Price loading...

Birkhauser Parametric Statistical Change Point Analysis: With Applications to Genetics, Medicine, and Finance

Name: Parametric Statistical Change Point Analysis: With Applications to Genetics, Medicine, and Finance
Brand: Birkhauser

Managers' Guides to Computing

Price History & Forecast

No Price Data Available

Price history will appear here once data is collected from Amazon.

Price Distribution

No price data available for histogram

Description

This revised and expanded second edition is an in-depth study of the change point problem from a general point of view, as well as a further examination of change point analysis of the most commonly used statistical models. Change point problems are encountered in such disciplines as economics, finance, medicine, psychology, signal processing, and geology, to mention only several. More recently, change point analysis has been found in extensive applications related to analyzing biomedical imaging data, array Comparative Genomic Hybridization (aCGH) data, and gene expression data. The exposition throughout the work is clear and systematic, with a great deal of introductory material included. Different models are presented in each chapter, including gamma and exponential models, rarely examined thus far in the literature. Extensive examples throughout the text emphasize key concepts and different methodologies used, namely the likelihood ratio criterion as well as the Bayesian and information criterion approaches. New examples of change point analysis in modern molecular biology and other fields such as finance and air traffic control are added in this second edition. Also included are two new chapters on change points in the hazard function and other practical change point models such as the epidemic change point model and a smooth-and-abrupt change point model. An up-to-date comprehensive bibliography and two indices round out the work.

Product Specifications

Brand: Birkhauser
Format: hardcover
ASIN: 0817648003
Category: Books > Subjects > Business, Finance & Law > E-Commerce > Managers' Guides to Computing
Domain: Amazon UK
Release Date: 05 November 2011
Listed Since: 14 October 2011

Barcode

No barcode data available

Birkhauser Parametric Statistical Change Point Analysis: With Applications to Genetics, Medicine, and Finance

Price History & Forecast

No Price Data Available

Price Distribution

Description

Product Specifications

Barcode

Similar Products You Might Like

Change Point Analysis: Theory and Application

Change Point Analysis for Time Series (Springer Series in Statistics)

Bayesian Statistical Modelling, 2nd Edition

Advanced Medical Statistics (2nd Edition)

Statistics in the Health Sciences: Theory, Applications, and Computing

Scan Statistics: Methods and Applications (Statistics for Industry and Technology)

GARCH Models: Structure, Statistical Inference and Financial Applications

Time Series: Modeling, Computation, and Inference, Second Edition (Chapman & Hall/CRC Texts in Statistical Science)

Biostatistical Methods: The Assessment of Relative Risks (Wiley Series in Probability and Statistics)

Financial and Actuarial Statistics: An Introduction, Second Edition

Adventures in Stochastic Processes

Bayesian Survival Analysis (Springer Series in Statistics)

Nonparametric Methods in Change Point Problems: 243 (Mathematics and Its Applications, 243)

Applied Stochastic Modelling (Chapman & Hall/CRC Texts in Statistical Science)

Sequential Analysis: Hypothesis Testing and Changepoint Detection (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Stochastic Processes with Applications to Finance (Chapman and Hall/CRC Financial Mathematics Series)

Applied Stochastic Modelling (Chapman & Hall/CRC Texts in Statistical Science)

Mixed Models: Theory and Applications with R: 893 (Wiley Series in Probability and Statistics)

Sequential Analysis: Hypothesis Testing and Changepoint Detection

Time Series: A Biostatistical Introduction (Oxford Statistical Science Series)

Bayesian Hierarchical Models: With Applications Using R, Second Edition

Sequential Change Detection and Hypothesis Testing: General Non-i.i.d. Stochastic Models and Asymptotically Optimal Rules (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Springer - Computational and Statistical Approaches to Genomics

Data Science and Machine Learning: Mathematical and Statistical Methods, Second Edition (Chapman & Hall/CRC Machine Learning & Pattern Recognition)