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(s) Edward Carlstein, Hans-Georg Müller, David Siegmund

IMS Lecture Notes Monogr. Ser., 23: 385pp. (1994). DOI: 10.1214/lnms/1215463106

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Institute of Mathematical Statistics Lecture Notes - Monograph Series, Volume 23

385 pp.

Published: 1994

First available in Project Euclid: 7 July 2008

MathSciNet: MR1477909

Digital Object Identifier: 10.1214/lnms/1215463106

ISBN: 094060034X

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Primary: 62-06

Institute of Mathematical Statistics Lecture Notes - Monograph Series

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Miscellaneous Frontmatter

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, i-i (1994). Open Access

Preface

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, ii-v (1994). Open Access

Contents

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, vi-vii (1994). Open Access

Bayes problems in change-point models for the Wiener process

M. Beibel

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 1-6 (1994). https://doi.org/10.1214/lnms/1215463110 Open Access

KEYWORDS: 62L15, 62C10

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

Charles Bell , Louis Gordon , Moshe Pollak

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 7-27 (1994). https://doi.org/10.1214/lnms/1215463111 Open Access

KEYWORDS: 62L10, 62N10

Some aspects of change-point analysis

P. K. Bhattacharya

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 28-56 (1994). https://doi.org/10.1214/lnms/1215463112 Open Access

KEYWORDS: 62-02, 62E20, 62F05, 62F10, 62F25, 62G05, 62G10, 62L15

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

P. K. Bhattacharya , Hong Zhou

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 57-65 (1994). https://doi.org/10.1214/lnms/1215463113 Open Access

KEYWORDS: 60G40, 62G99, 62L15, 62N10

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

Giovanna Capizzi

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 66-77 (1994). https://doi.org/10.1214/lnms/1215463114 Open Access

KEYWORDS: 62L10, 62L15, 62N10

Estimation in change-point hazard rate models with random censorship

I-Shou Chang , Chen-Hsin Chen , Chao A. Hsiung

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 78-92 (1994). https://doi.org/10.1214/lnms/1215463115 Open Access

KEYWORDS: 62F10, 60G05, 62G20

Weighted multivariate empirical processes and contiguous change-point analysis

Miklós Csörgő , Barbara Szyszkowicz

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 93-98 (1994). https://doi.org/10.1214/lnms/1215463116 Open Access

KEYWORDS: 60F17, 60F25, 62G10, 62G30

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

Boris S. Darkhovski

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 99-107 (1994). https://doi.org/10.1214/lnms/1215463117 Open Access

KEYWORDS: 62G05, 62M10

Confidence sets for a change-point via randomization methods

Lutz Dümbgen

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 108-129 (1994). https://doi.org/10.1214/lnms/1215463118 Open Access

KEYWORDS: 62G15, 62G20

Nonparametric estimation of functions with jump discontinuities

R. L. Eubank , P. L. Speckman

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 130-144 (1994). https://doi.org/10.1214/lnms/1215463119 Open Access

KEYWORDS: 62G20, 62G05

Nonparametric change-point tests of the Kolmogorov-Smirnov type

Dietmar Ferger

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 145-148 (1994). https://doi.org/10.1214/lnms/1215463120 Open Access

KEYWORDS: 62G10, 62G20

A nonparametric test for homogeneity: applications to parameter estimation

K. Ghoudi , D. McDonald

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 149-156 (1994). https://doi.org/10.1214/lnms/1215463121 Open Access

KEYWORDS: 62G10, 62J02

Limit theorems for Fisher-score change processes

Lajos Horváth , Emanuel Parzen

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 157-169 (1994). https://doi.org/10.1214/lnms/1215463122 Open Access

KEYWORDS: 62F35, 62F03, 62G10

Tests for a change-point in linear regression

Hyune-Ju Kim

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 170-176 (1994). https://doi.org/10.1214/lnms/1215463123 Open Access

KEYWORDS: 62F05, 62J05

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

Charu Krishnamoorthy , Ed Carlstein

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 177-193 (1994). https://doi.org/10.1214/lnms/1215463124 Open Access

KEYWORDS: 62G05, 62G20

The analysis of change-point data with dependent errors

F. Lombard , J. D. Hart

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 194-209 (1994). https://doi.org/10.1214/lnms/1215463125 Open Access

KEYWORDS: 62G20, 62M10, 62M15

Cube splitting in multidimensional edge estimation

H. G. Müller , K.-S. Song

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 210-223 (1994). https://doi.org/10.1214/lnms/1215463126 Open Access

KEYWORDS: 62G05, 62H11, 62J02

Change-point models for hazard functions

H. G. Müller , J.-L. Wang

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 224-241 (1994). https://doi.org/10.1214/lnms/1215463127 Open Access

KEYWORDS: 62F10, 62F12, 62G05, 62N05, 62P10

Change curves in the presence of dependent noise

Madan L. Puri , Frits H. Ruymgaart

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 242-254 (1994). https://doi.org/10.1214/lnms/1215463128 Open Access

KEYWORDS: 62G05, 62M40

Detecting clusters in disease incidence

Daniel Rabinowitz

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 255-275 (1994). https://doi.org/10.1214/lnms/1215463129 Open Access

KEYWORDS: 62P99, 92D40

Boundary estimation for star-shaped objects

Mats Rudemo , Henrik Stryhn

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 276-283 (1994). https://doi.org/10.1214/lnms/1215463130 Open Access

KEYWORDS: 62F12, 60J65, 62G05, 68U10

Asymptotic minimaxity in the change-point problem

Andrew L. Rukhin

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 284-291 (1994). https://doi.org/10.1214/lnms/1215463131 Open Access

KEYWORDS: 62F12, 62E20

Confidence regions in broken line regression

David O. Siegmund , Heping Zhang

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 292-316 (1994). https://doi.org/10.1214/lnms/1215463132 Open Access

KEYWORDS: 62J02

Multidimensional change-point problems and boundary estimation

A. B. Tsybakov

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 317-329 (1994). https://doi.org/10.1214/lnms/1215463133 Open Access

KEYWORDS: 62G05

Design of control charts for detecting the change point

Yanhong Wu

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 330-345 (1994). https://doi.org/10.1214/lnms/1215463134 Open Access

KEYWORDS: 62N10

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

Benjamin Yakir

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 346-358 (1994). https://doi.org/10.1214/lnms/1215463135 Open Access

KEYWORDS: 62L15, 62N10

On almost sure behavior of change-point estimators

Yi-Ching Yao , Dawei Huang , Richard Davis

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 359-372 (1994). https://doi.org/10.1214/lnms/1215463136 Open Access

KEYWORDS: 62G05, 60F15

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

Emmanuel Yashchin

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 23, 373-385 (1994). https://doi.org/10.1214/lnms/1215463137 Open Access

KEYWORDS: 62L10, 62N10

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