Global ETD Search

1	Changepoint-Analyse für Kenngrössen der Telekommunikation Theorie und Simulationen / Giese, Jochen Friedrich. January 2003 (has links) (PDF) Marburg, Universiẗat, Diss., 2003. / Erscheinungsjahr an der Haupttitelstelle: 2002. Change-point-Problem
2	Sequential change point analysis based on invariance principles Aue, Alexander. January 2003 (has links) (PDF) Köln, University, Diss., 2004. Change-point-Problem
3	Statistical Analysis of Skew Normal Distribution and its Applications Ngunkeng, Grace 01 August 2013 (has links) No description available. Statistics Skew normal distribution empirical likelihood ratio test goodness-fit-test Schwartz information criterion change point problem likelihood ratio test Bayesian method
4	Revision Moment for the Retail Decision-Making System Juszczuk, Agnieszka Beata, Tkacheva, Evgeniya January 2010 (has links) In this work we address to the problems of the loan origination decision-making systems. In accordance with the basic principles of the loan origination process we considered the main rules of a clients parameters estimation, a change-point problem for the given data and a disorder moment detection problem for the real-time observations. In the first part of the work the main principles of the parameters estimation are given. Also the change-point problem is considered for the given sample in the discrete and continuous time with using the Maximum likelihood method. In the second part of the work the disorder moment detection problem for the real-time observations is considered as a disorder problem for a non-homogeneous Poisson process. The corresponding optimal stopping problem is reduced to the free-boundary problem with a complete analytical solution for the case when the intensity of defaults increases. Thereafter a scheme of the real time detection of a disorder moment is given. Financial Mathematics Loan origination Logistic regression model Change-point problem Maximum likelihood method Poisson process Disorder problem Non-homogeneous Poisson process Optimal stopping problem Free-boundary problem Applied mathematics Tillämpad matematik Mathematical statistics Matematisk statistik
5	CUSUM tests based on grouped observations Eger, Karl-Heinz, Tsoy, Evgeni Borisovich 08 November 2009 (has links) (PDF) This paper deals with CUSUM tests based on grouped or classified observations. The computation of average run length is reduced to that of solving of a system of simultaneous linear equations. Moreover a corresponding approximation based on the Wald approximations for characteristics of sequential likelihood ratio tests is presented. The effect of grouping is investigated with a CUSUM test for the mean of a normal distribution based on F-optimal grouping schemes. The considered example demonstrates that hight efficient CUSUM tests can be obtained for F-optimal grouping schemes already with a small number of groups. Average run length CUSUM Change point problem Classified observations Continuous inspection schemes Cumulative sum test Grouped observations Sequential analysis Sequential tests ddc:500 ddc:600 CUSUM-Kontrollkarte Sequentieller Test
6	CUSUM tests based on grouped observations Eger, Karl-Heinz, Tsoy, Evgeni Borisovich 08 November 2009 (has links) This paper deals with CUSUM tests based on grouped or classified observations. The computation of average run length is reduced to that of solving of a system of simultaneous linear equations. Moreover a corresponding approximation based on the Wald approximations for characteristics of sequential likelihood ratio tests is presented. The effect of grouping is investigated with a CUSUM test for the mean of a normal distribution based on F-optimal grouping schemes. The considered example demonstrates that hight efficient CUSUM tests can be obtained for F-optimal grouping schemes already with a small number of groups. info:eu-repo/classification/ddc/500 ddc:500 info:eu-repo/classification/ddc/600 ddc:600 CUSUM-Kontrollkarte Sequentieller Test Average run length CUSUM Change point problem Classified observations Continuous inspection schemes Cumulative sum test Grouped observations Sequential analysis Sequential tests

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