Sequential Analysis by Alexander Tartakovsky
This book covers the theoretical developments and applications of sequential hypothesis testing and sequential quickest changepoint detection in a wide range of engineering and environmental domains. It reviews recent accomplishments in hypothesis testing and changepoint detection both in decision-theoretic (Bayesian) and non-decision-theoretic-
Statistical Inference
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Practical Risk Theory for Actuaries
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Analysis of Survival Data
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Generalized Linear Models with Random Effects
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An Introduction to the Bootstrap
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Queues
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Transformation and Weighting in Regression
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Asymptotic Analysis of Mixed Effects Models
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Statistics for Long-Memory Processes
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Analysis of Infectious Disease Data
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ROC Curves for Continuous Data
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Missing Data in Longitudinal Studies
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Analyzing and Modeling Rank Data
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Stochastic Geometry
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Semimartingales and their Statistical Inference
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Accelerated Life Models
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Statistical Analysis of Spatial and Spatio-Temporal Point Patterns
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Quasi-Least Squares Regression
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Large Covariance and Autocovariance Matrices
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Design and Analysis of Cross-Over Trials
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Analysis of Variance for Functional Data
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Pareto Distributions
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Analysis of Incomplete Multivariate Data
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Simultaneous Inference in Regression
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Gaussian Markov Random Fields
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Sufficient Dimension Reduction
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Markov Models & Optimization
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Multidimensional Scaling
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Biplots
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Analog Est Methods Econometric
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Predictive Inference
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Subjective Probability Models for Lifetimes
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Smoothing Splines
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Bayesian Inference for Partially Identified Models
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Maximum Likelihood Estimation for Sample Surveys
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Mean Field Simulation for Monte Carlo Integration
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Robust Nonparametric Statistical Methods
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The Statistical Analysis of Multivariate Failure Time Data
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Measuring Statistical Evidence Using Relative Belief
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Sequential Change Detection and Hypothesis Testing
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Statistical Methods for Stochastic Differential Equations
"Tartakovsky’s et almonograph gives an up-to-date and comprehensive account of its title theme, with both rigorous analysis and description of the subjects in all 11 chapters as a welcome bonus. … I would be more than thrilled to own this book. The authors have selected their topics carefully, have given clear exposition of the methods and their applications, and in some topics they have even illustrated with numeric examples. … The attraction of this book lies in the presentation of original and comprehensive statistical procedures of empirical financial time series that are repeatedly applied to a wide range of theoretical processes. … This kind of treatment distinguishes this project from its competitors. Specifically, it brings theory, visualization, and rich statistical information together to accurately identify the correct model. … The layout of the book is well done and very easy to read. From my experience, there are not many books of a similar approach; I believe it is quite unique in its nature."
—Stergios B. Fotopoulos, Washington State University, in Technometrics, July 2017
"This book gives a comprehensive overview of a wide range of sequential methodology, including both Bayesian and frequentist approaches. While the focus of the book is on the systematic theoretic development of sequential methodology, some recent applications are also covered. … A large portion of theoretic results is accompanied by rigorous proofs. In a few instances, heuristic arguments are given in addition to the references to the proofs. As such, the book is a suitable reference manual for researchers already in the field, for graduate students who plan to write a thesis in a subfield of this topic, as well as for practitioners interested in a comprehensive overview and some deeper insight."
—Mathematical Reviews, August 2015
"The authors of this book are the leading researchers in the field of sequential analysis, and they h
Alexander Tartakovsky, Igor Nikiforov, Michele Basseville
| SKU | Unavailable |
| ISBN 13 | 9780367740047 |
| ISBN 10 | 0367740044 |
| Title | Sequential Analysis |
| Author | Alexander Tartakovsky |
| Series | Chapman And Hall Crc Monographs On Statistics And Applied Probability |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Taylor & Francis Ltd |
| Year published | 2020-12-18 |
| Number of pages | 603 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |