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" Nanoseparation using density gradient ultracentrifugation : "


Document Type : BL
Record Number : 890631
Main Entry : Pons, Odile
Title & Author : Estimations and tests in change-point models /\ by Odile Pons (INRA, National Institute for Agronomical Research, France).
Publication Statement : New Jersey :: World Scientific,, 2018.
Page. NO : 1 online resource
ISBN : 9789813231771
: : 9813231777
: 9789813231764
: 9813231769
Bibliographies/Indexes : Includes bibliographical references and index.
Contents : Intro; Contents; Preface; 1. Introduction; 1.1 Detection of changes in the distribution of a sample; 1.2 Change-points in regression models; 1.3 Models for processes; 1.4 Empirical processes on small intervals; 1.5 Content of the book; 2. Change-points in the mean; 2.1 Empirical estimators; 2.2 Test for a change of mean; 2.3 Maximum likelihood estimation; 2.4 Likelihood ratio test; 2.5 Maximum likelihood with an unknown density; 2.6 Chronological change in the mean; 2.7 Maximum likelihood for a chronological change; 2.8 Nonparametric maximum likelihood
: 3. Change-points for parametric densities3.1 Maximum likelihood estimation; 3.2 Likelihood ratio test; 3.3 Maximum likelihood with an unknown density; 3.4 Maximum likelihood for a chronological change; 3.5 Likelihood ratio test for a chronological change; 3.6 Nonparametric maximum likelihood; 4. Change-points for parametric regressions; 4.1 Change-points in regressions; 4.2 Convergences in linear regressions; 4.3 Test of linear regressions without change; 4.4 Change-points in parametric models; 4.5 Maximum likelihood in parametric models; 4.6 Likelihood ratio test in parametric models
: 4.7 Chronological changes in parametric models4.8 Test of parametric models without change; 4.9 Maximum likelihood for chronological changes; 4.10 Likelihood ratio test; 5. Change-points for point processes; 5.1 Change in the intensity of a Poisson process; 5.2 Likelihood ratio test for a Poisson process; 5.3 Parametric models for Poisson processes; 5.4 Likelihood ratio test for parametric processes; 5.5 Counting process with right censoring; 5.6 Change-point in a hazard function; 5.7 Parametric estimators under right-censoring; 5.8 Estimation by minimum of variance
: 5.9 Mean squares test of no change5.10 Nonparametric maximum likelihood estimators; 5.11 Likelihood ratio test of models without change; 5.12 Counting process with a multiplicative intensity; 6. Change-points in proportional hazards model; 6.1 Proportional hazards with changes; 6.2 Change-point at a covariate threshold; 6.3 Convergence of the estimators; 6.4 Maximum likelihood test of models without change; 6.5 Change-point at a time threshold; 6.6 Convergence of the estimators; 6.7 Likelihood ratio test of models without change; 7. Change-points for auto-regressive series
: 7.1 Series of AR(p) models7.2 Convergence in the AR(1) model; 7.3 Convergence in the AR(p) model; 7.4 Change-points in AR(p) models; 7.5 Convergence in models with change-points; 7.6 Tests in models with change-points; 7.7 Change-points at a threshold of series; 8. Change-points in nonparametric models; 8.1 Nonparametric models; 8.2 Nonparametric density with a change; 8.3 Likelihood ratio test of no change; 8.4 Mixture of densities; 8.5 Nonparametric regression with a change; 8.6 Test of models without changes; 8.7 Maximum likelihood for nonparametric regressions; 8.8 Likelihood ratio test
Subject : Change-point problems.
copyhttps://lib.clisel.com/site/catalogue/889013
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