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Eine Einführung in die deskriptive, explorative und schliessende Statistik mit einer Zusammenfassung von benötigten mathematischen Vorwissen im Anhang. Rezension: Neben Grundlagen geht der Autor auf weiterführende Themen der Statistik, wie zum Beispiel Markov-Ketten, Zeitreihenanalyse und...
Persistent link: https://www.econbiz.de/10011482822
Abstract An important problem of the statistical analysis of time series is to detect change-points in the mean structure. Since this problem is a one-dimensional version of the higher dimensional problem of detecting edges in images, we study detection rules which benefit from results obtained...
Persistent link: https://www.econbiz.de/10014621425
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The application of Singular Spectrum Analysis (SSA) to the empirical distribution function sampled at a grid of points spanning the range of the sample leads to a novel and promising method for the computer-intensive nonparametric estimation of both the distribution function and the density...
Persistent link: https://www.econbiz.de/10010577732
Motivated by applications in image processing, quality control, and econometrics we derive the exact distribution function of the clipping median estimator which is designed to provide simultaneously robust smooth and jump-preserving reconstructions. We allow for a mixture model which is of...
Persistent link: https://www.econbiz.de/10005138064
Motivated in part by applications in model selection in statistical genetics and sequential monitoring of financial data, we study an empirical process framework for a class of stopping rules which rely on kernel-weighted averages of past data. We are interested in the asymptotic distribution...
Persistent link: https://www.econbiz.de/10005178967
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