Edward Carlstein, Hans-Georg Müller, and David Siegmund, eds. Change-point problems: Papers from the AMS-IMS-SIAM Summer Research Conference held at Mt. Holyoke College, South Hadley, MA, July 11--16, 1992 (Hayward, CA: Institute of Mathematical Statistics, 1994)

Change-point problems: Papers from the AMS-IMS-SIAM Summer Research Conference held at Mt. Holyoke College, South Hadley, MA, July 11--16, 1992

Editor: Edward Carlstein
Editor: Hans-Georg Müller
Editor: David Siegmund

Lecture Notes--Monograph Series, Volume 23
Hayward, CA: Institute of Mathematical Statistics, 1994.
385 pp.

Subjects:

62-06 (primary)

Permanent link to this monograph: http://projecteuclid.org/euclid.lnms/1215463106
Mathmatical Reviews number (MathSciNet): MR1477909
ISBN:0-940600-34-X

Miscellaneous Frontmatter

i

Preface

ii-v

Contents

vi-vii

Bayes problems in change-point models for the Wiener process

M. Beibel; 1-6

An efficient nonparametric detection scheme and its application to surveillance of a Bernoulli process with unknown baseline

Charles Bell, Louis Gordon, and Moshe Pollak; 7-27

Some aspects of change-point analysis

P. K. Bhattacharya; 28-56

A rank-CUSUM procedure for detecting small changes in a symmetric distribution

P. K. Bhattacharya, and Hong Zhou; 57-65

On stopping rules for the SETS scheme: an application of the success runs theory

Giovanna Capizzi; 66-77

Estimation in change-point hazard rate models with random censorship

I-Shou Chang, Chen-Hsin Chen, and Chao A. Hsiung; 78-92

Weighted multivariate empirical processes and contiguous change-point analysis

Miklós Csörgő, and Barbara Szyszkowicz; 93-98

Nonparametric methods in change-point problems: a general approach and some concrete algorithms

Boris S. Darkhovski; 99-107

Confidence sets for a change-point via randomization methods

Lutz Dümbgen; 108-129

Nonparametric estimation of functions with jump discontinuities

R. L. Eubank, and P. L. Speckman; 130-144

Nonparametric change-point tests of the Kolmogorov-Smirnov type

Dietmar Ferger; 145-148

A nonparametric test for homogeneity: applications to parameter estimation

K. Ghoudi, and D. McDonald; 149-156

Limit theorems for Fisher-score change processes

Lajos Horváth, and Emanuel Parzen; 157-169

Tests for a change-point in linear regression

Hyune-Ju Kim; 170-176

Practical considerations in boundary estimation: model-robustness, efficient computation, and bootstrapping

Charu Krishnamoorthy, and Ed Carlstein; 177-193

The analysis of change-point data with dependent errors

F. Lombard, and J. D. Hart; 194-209

Cube splitting in multidimensional edge estimation

H. G. Müller, and K.-S. Song; 210-223

Change-point models for hazard functions

H. G. Müller, and J.-L. Wang; 224-241

Change curves in the presence of dependent noise

Madan L. Puri, and Frits H. Ruymgaart; 242-254

Detecting clusters in disease incidence

Daniel Rabinowitz; 255-275

Boundary estimation for star-shaped objects

Mats Rudemo, and Henrik Stryhn; 276-283

Asymptotic minimaxity in the change-point problem

Andrew L. Rukhin; 284-291

Confidence regions in broken line regression

David O. Siegmund, and Heping Zhang; 292-316

Multidimensional change-point problems and boundary estimation

A. B. Tsybakov; 317-329

Design of control charts for detecting the change point

Yanhong Wu; 330-345

Optimal detection of a change in distribution when the observations form a Markov chain with a finite state space

Benjamin Yakir; 346-358

On almost sure behavior of change-point estimators

Yi-Ching Yao, Dawei Huang, and Richard Davis; 359-372

Likelihood ratio methods for monitoring parameters of a nested random effect model

Emmanuel Yashchin; 373-385

Change-point problems: Papers from the AMS-IMS-SIAM Summer Research Conference held at Mt. Holyoke College, South Hadley, MA, July 11--16, 1992

Subjects:

Institute of Mathematical Statistics Lecture Notes - Monograph Series