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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
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.
2

Sequential change point analysis based on invariance principles

Aue, Alexander. January 2003 (has links) (PDF)
Köln, University, Diss., 2004.
3

Statistical Analysis of Skew Normal Distribution and its Applications

Ngunkeng, Grace 01 August 2013 (has links)
No description available.
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.
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.
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.

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