Found 71 Documents (Results 1–71)
Nonparametric tests and nested sequential sampling plans for change-point detection. (English. Russian original) Zbl 06764455
J. Math. Sci., New York 221, No. 4, 566-579 (2017); translation from Statisticheskie Metody Otsenivaniya i Proverki Gipotez 20, 19-39 (2007).
Sequential detection of gradual changes in the location of a general stochastic process. (English) Zbl 1328.60107
Testing for spatial autocorrelation: the regressors that make the power disappear. (English) Zbl 1491.62063
Uncertain change-point problem for stochastic sequence. (English. Russian original) Zbl 06031472
Theory Probab. Appl. 56, No. 1, 44-56 (2012); translation from Teor. Veroyatn. Primen. 56, No. 1, 30-46 (2011).
MSC:
62L15
Retrospective change point detection: from parametric to distribution free policies. (English) Zbl 1192.62263
Sequential detection of drift change for Brownian motion with unknown sign. (English) Zbl 1154.62061
Asymptotically optimal quickest change detection in distributed sensor systems. (English) Zbl 1247.93014
Multidecision quickest change-point detection: previous achievements and open problems. (English) Zbl 1274.62540
Minimax methods for multihypothesis sequential testing and change-point detection problems. (English) Zbl 1274.62512
A robust preconditioner for the Hessian system in elliptic optimal control problems. (English) Zbl 1142.65368
Langer, Ulrich (ed.) et al., Domain decomposition methods in science and engineering XVII. Selected papers based on the presentations at the 17th international conference on domain decomposition methods, St. Wolfgang/Strobl, Austria, July 3–7, 2006. Berlin: Springer (ISBN 978-3-540-75198-4/pbk). Lecture Notes in Computational Science and Engineering 60, 527-534 (2008).
Parameter estimation for scientists and engineers. (English) Zbl 1129.62001
Wiley-Interscience. Hoboken, NJ: John Wiley & Sons (ISBN 978-0-470-14781-8/hbk; 978-0-470-17386-2/ebook). xiv, 273 p. (2007).
Reviewer: Yuehua Wu (Toronto)
Sequential change-point detection when unknown parameters are present in the pre-change distribution. (English) Zbl 1091.62064
Statistical measures for least squares using the \(\alpha Q\beta R\) algorithm. (English) Zbl 1093.62025
Testing a null variance ratio in mixed models with zero degrees of freedom for error. (English) Zbl 1429.62287
About the maximin testing strategy. (English) Zbl 1061.49001
Guddat, Jürgen (ed.) et al., Parametric optimization and related topics VII. Selected papers of the international conference, Puebla, México, March 10–15, 2002. México: Sociedad Matemática Mexicana (ISBN 970-32-1877-6/pbk). Aportaciones Matemáticas: Investigación 18, 1-11 (2004).
MSC:
49J15
EWMA charts for detecting a change-point in the drift of a stochastic process. (English) Zbl 1146.62361
Controller performance assessment in set point tracking and regulatory control. (English) Zbl 1033.93028
Reviewer: Alexandr B. Vasil’ev (Odessa)
Asymptotically optimal tests and optimal designs for testing the mean in regression models with applications to change-point problems. (English) Zbl 0978.62060
Exceedances over high thresholds: a guide to threshold selection. (English) Zbl 0921.62030
Reviewer: N.M.Zinchenko (Kyïv)
Asymptotically optimal solutions in the change-point problem. (English. Russian original) Zbl 0942.62093
Theory Probab. Appl. 43, No. 4, 539-561 (1998); translation from Teor. Veroyatn. Primen. 43, No. 4, 625-654 (1998).
Reviewer: Alexander V.Bulinskij (Moskva)
Mathematical statistics. Transl. from the Russian by A. Moullagaliev. (English) Zbl 0913.62002
Amsterdam: Gordon & Breach. xxi, 570 pp. (1998).
Mathematical statistics. (Математическая статистика.) (Russian) Zbl 0913.62001
Novosibirsk: Nauka. Sibirskoe Predprinyatie RAN, Novosibirsk: Izdatel’stvo Instituta Matematiki. 772 p. (1997).
Reviewer: B.A.Rogozin (Omsk)
Sequential change-point detection in continuous time when the post-change drift is unknown. (English) Zbl 0910.62076
The application of the Durbin-Watson test to the dynamic regression model under normal and non-normal errors. (English) Zbl 0844.62055
Fast recursive SQP methods for large-scale optimal control problems. (English) Zbl 0826.49026
Heidelberg: Univ., Naturwiss.-Math. Gesamtfak. 126 p. (1995).
Reviewer: H.Benker (Merseburg)
Testing AR(1) against MA(1) disturbances in the dynamic linear regression model. (English) Zbl 0831.62101
A comparison of marginal likelihood based and approximate point optimal tests for random regression coefficients in the presence of autocorrelation. (English) Zbl 0831.62065
Hypothesis testing of varying coefficient regression models: Procedures and applications. (English) Zbl 0830.62099
Handbook of reliability engineering. Transl. from the Russian. Updated ed. (English) Zbl 0815.62072
Wiley-Interscience Publication. New York, NY: Wiley. xxix, 663 p. (1994).
Reviewer: M.Shaked (Tucson)
Optimal tests when a nuisance parameter is present only under the alternative. (English) Zbl 0815.62033
On statistical information of extreme order statistics, local extreme value alternatives, and Poisson point processes. (English) Zbl 0801.62007
Reviewer: H.N.Nagaraja (Columbus)
Asymptotic null distributions of tests for change in level in correlated data. (English) Zbl 0791.62022
On optimal tests for general interval-hypotheses. (English) Zbl 0803.62014
Reviewer: K.Inada (Kagoshima)
Estimating functions for conditional inference: many nuisance parameter case. (English) Zbl 0772.62013
Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors. (English) Zbl 0729.62079
Reviewer: P.Stoica (Bucureşti)
A deferred correction method for nonlinear two-point boundary value problems: Implementation and numerical evaluation. (English) Zbl 0727.65070
Reviewer: E.Pfeifer (Dresden)
Time series analysis via rank order theory: Signed-rank tests for ARMA models. (English) Zbl 0751.62041
Reviewer: R.Mentz (S.M.de Tucuman)
Sampling inspection by variables and tests for variation coefficients. (English. Russian original) Zbl 0751.62047
Mosc. Univ. Comput. Math. Cybern. 1991, No. 1, 53-58 (1991); translation from Vestn. Mosk. Univ., Ser. XV 1991, No. 1, 57-63 (1991).
Research on optimality of statistical decision methods. Proceedings of a symposium, held at the Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan, November 16-18, 1989. (Japanese, English) Zbl 0744.62004
Sûrikaisekikenkyûsho Kôkyûroku. 723. Kyoto: Kyoto University, Research Institute for Mathematical Sciences, ii, 97 p. (1990).
On the optimality of some tests of the error covariance matrix in the linear regression model. (English) Zbl 0719.62076
On root-n consistency of estimators for nuisance parameters of asymptotic optimal tests: The i.i.d. case. (English) Zbl 0677.62025
Optimal grouping in estimation and tests of goodness-of-fit hypotheses. (English) Zbl 0673.62018
Wiss. Schriftenr. Tech. Univ. Karl-Marx-Stadt 10, 63-81 (1989).
Asymptotic optimality of nonparametric tests for restricted alternatives in some multivariate mixed models. (English) Zbl 0667.62030
A double sequential procedure for detecting a change in distribution. (English) Zbl 0659.62090
Reviewer: D.Rasch
Further results on testing AR(1) against MA(1) disturbances in the linear regression model. (English) Zbl 0627.62075
The sequential statistical analysis of hypothesis testing, point and interval estimation, and decision theory. (Corrected ed.). (English) Zbl 0601.62099
The American Sciences Press Series in Mathematical and Management Sciences, Vol. 5. Columbus, Ohio: American Sciences Press, Inc. IX, 680 p. $ 48.50 (1987).
Planning accelerated life tests with type II censored data. (English) Zbl 0599.62120
Reviewer: P.W.Jones
Mathematical theory of statistics. Statistical experiments and asymptotic decision theory. (English) Zbl 0594.62017
De Gruyter Studies in Mathematics, 7. Berlin - New York: de Gruyter. XII, 492 p. DM 158.00 (1985).
Reviewer: B.K.Kale
Mathematical statistics. Supplementary chapters. Textbook. (Математическая статистика. Дополнител’ные главы. Учебное пособие.) (Russian) Zbl 0575.62002
Moskva: “Nauka”. Glavnaya Redaktsiya Fiziko-Matematicheskoĭ Literatury. 144 p. R. 0.25 (1984).
Reviewer: J. Melamed
Mathematical statistics. Estimation of parameters. Test of hypotheses. Textbook. (Математическая статистика. Оценко параметров. Проверка гипотез. Учебное пособие.) (Russian) Zbl 0575.62001
Moskva: “Nauka”. Glavnaya Redaktsiya Fiziko-MatematicheskoĭLiteratury. 472 pp. R. 1.30 (1984).
Reviewer: J. Melamed
Statistical analysis of point processes with applications to geometric statistics. (English) Zbl 0565.62065
Stochastic geometry, geometric statistics, stereology, Proc. Conf., Oberwolfach 1983, Teubner-Texte Math. 65, 197-209 (1984).
Reviewer: H.-R.Künsch
Décisions statistiques pas à pas. (French) Zbl 0585.62133
Les Cours du C.I.M.P.A. Série Statistiques. Nice, France: Centre International de Mathématiques Pures et Appliquées, C.I.M.P.A. 131 p. (1981).
Reviewer: B.van Cutsem
Invariance principles for jackknifing U-statistics for finite population sampling and some applications. (English) Zbl 0401.62067
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