Non-Parametric Statistical Diagnosis
Subtitle: Problems and Methods
By: by B. E. Brodsky, B. S. Darkhovsky
Contributors: Darkhovsky, B. S.
Series: Mathematics and Its Applications -- 509; Mathematics and Its Applications -- 509
Publisher: Springer Netherlands
Published: 2000
Place of publication: Dordrecht
Language: eng
Format: [electronic resource] :
Number of pages: 452
ISBN-13: 9789048154654; 9789401595308
Subjects: Family medicine; Statistics; Econometrics; Systems theory
Description: This volume gives a systematic account of different problems of statistical diagnostics, i.e. the detection of changes in probabilistic characteristics of random processes and fields. Methods of solving such problems are proposed, based upon a unified nonparametric approach. Two general formalisations of the problems of statistical diagnostics are considered. Firstly, the detection of changes in arbitrary probabilistic distributions of random processes and fields, `glued' from different stationary pieces: in other words, the detection of moments or areas of such `glueing'; and secondly, the detection of statistical `contaminations' in data (realisations of random fields or processes), or `abnormal' observations with deviating statistical characteristics. A general approach to solving such problems is proposed, which is based upon the principle of reduction to certain standard situations and which does not use a priori data about probabilistic distributions. Much attention is paid to applications in such diverse areas as biology (EECs) and economics. Audience: This book will be of interest to researchers in statistics and random processes, as well as advanced and postgraduate students in the same disciplines, and to specialists in control theory, systems analysis, biomedical engineering, and econometrics.
Notes: Online full text is restricted to subscribers.

Also available in print.

Mode of access: World Wide Web.