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| Авторизация |
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| Brodsky B.E. — Non-Parametric Statistical Diagnosis. Problems and Methods |
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| Предметный указатель |
 -necessity 50
 -necessity 50
-sufficiency 50
 -optimality 254
 -optimality 254
Absolute regularity coefficient 41
Admissible set 49
Alpha activity/rhythm 334 352
Alt R. 395
Asymptotic order, delay time 277
Asymptotic order, ‘false alarm’ 277
Basseville M. 118
Benveniste A. 118
Bhattacharya P.K. 88 90
Bodenstein G. 340
Borovkov A.A. 200 297
Box G.E.P. 89
Brant R. 108
Brodsky B. 91 92
Brown R.L. 103
Brownian bridge 12
Carey V. 108
Carlstein B. 92
Change 58
Change, abrupt 58
Change, gradual 58
Change, of  -th derivative 145
Change-point 221
Change-point coincidence 363
Change-point coincidence, index of coincidence 366
Change-point synchrocomplex 373
Change-point synchrocomplex, order of change-point synchrocomplex 373
Change-point synchrocomplex, rate of change-point occurence 357
Change-point, abrupt 130 134
Change-point, multiple 96 146
Change-point, single 85 130
Chernoff H. 86 87
Complementary slackness condition 52
Convergence of random variables 10
Cramer condition 8
Cramer condition, uniform 9
Creutzfeldt O.D. 382
Critical cone 52
Crosier L. 293
Cs rg M. 94 96
CUSUM method 86 110 224
D mbgen L. 92
Darkhovsky B. 90 91 96-99
Davies L. 108
Deistler M. 356
Deshayes J. 94
Diagnosis statistical ix
Diagnosis statistical, retrospective x
Diagnosis statistical, sequential x
Diagnostic field 65
Diagnostic sequence 60
Diapason of effective detection 277
Discontinuity of 1st type 21
Distance 18
Distance, between point and set 52
Distance, Hellinger 214
Distance, semidistance between sets 55
Distance, separation 38
Dragalin V. 115
Duncan A.J. 293
Durbin J. 103
Dvoretzky A. 124
EEG 333
EEG, adaptive segmentation of EEG 340
EEG, EEG segmentation 337
Entropy integral 43
Epsilon$-dense set 43
Ergashev B. 117
Ergodicity 11
Error, 1st type 171
Error, 2nd type 171
Eubank R.L. 107
Evans J.M. 103
Exponential smoothing method 240
Ferger D. 93
Fisher information 251 289
Frierson F.J. 90
Gardner L.A. 87
Gath I. 382
Girshick M.A. 109 235
Glueing 6
GRSh method 110 235
GTAS scheme 7
Hausdorf distance 54
Hausdorf distance, between point and set 55
Hausdorf distance, between sets 54
Hierarchy of segmental descriptions 353
Hinkley D. 87
Ho T.Y. 116
Horvath L. 94 96
Kander A. 87
Kaplan A.Ya 333
Khakhubia Ts. G. 96
Khmaladze E. V. 121 122
Kiefer J. 124
Kligiene N. 89
Kolmogorov A.N. 119
Korostelev A.P. 124 200
Kramer W. 395
Kuhn — Tucker theorem 51
Kullback distance 188
Lagrange function 51
Lai T.L. 116
Leipus R. 96
Loader C. 106
Lorden G. 114 115 220
| Lucas J.M. 293
Markov time 36
Markov time, stopping time 36
Martingale 36
Mathematical programming problem 49
MEG 333
Method, BD 244
Method, minimax 246 270
Method, MOSUM 395
Method, OLS 394
Method, ‘large parameter’ 221
Method, ‘moving window’ 244
Metric entropy 43
Milyitin A.A. 51
Mixing coefficients 4
Moore H. 107
Moustakides G.V. 114 220
Nikiforov I.V. 118
Novikov A.A. 117
Operational synchrony 388
Page E. 84 85 109 224
Pardzanadze A.M. 96 121
Perron R. 395
Pettitt A.N. 88 93
Picard D. 94
Ploberger W. 395
Poliak M. 112 115 297
Praetorius H.M. 340
Problem, detection/isolation 118
Problem, early detection 222
Problem, mean value ‘contamination’ 202
Problem, non-regular change-border 301
Problem, regular change-border 300
Pseudometric 42
Quandt R.G. 104
Random field 37
Random field, Homogeneous 38
Random field, homogeneous, strictly 38
Random field, isotropic 38
Random field, isotropic, strictly 38
Random field, mixing 40
Rao — Cramer inequality 182 250 289
Regression, linear functional 151
Regression, two-fase 316
Ritov Y. 220
Roberts S.W. 113 116
Robinson P.B. 116
Roeschke J. 389
Rubin H. 109 235 297
Sen A. 87
Serial mixing coefficient 6
Set-indexed random processes 42
Set-indexed random processes, additive 42
Set-indexed random processes, Wiener process 42
Shewhart W.A. 109
Shiryaev A.N. 111-116 220 297
Shishkin S.L. 333
Shock 390
Siegmund D. 88 98 115
Skorokhod space 21
Skorokhod space, weak convergence conditions 23
Slater’s condition 51
Slaving principle 388
Smirnov N.V. 107
Smith A.F.M. 87
Srivastava M.S. 87
Structural break 390
Suquet Ch 95
TASG scheme 7
TASG scheme, TASG(1) scheme 7
Telksnys L. 89
Test, Dickey — Fuller 392
Test, hierarchy of segmental descriptions 341
Test, Kolmogorov — Smirnov 60 92
Test, Phillips — Perron 392
Test, Smirnov — Grabbs 106
Test, Tietjen — Moore 107
Test, unit root 392
Theory, Keynesian 405
Theory, monetarist 405
Theory, neoclassic 405
Tiao G.C. 89
Tietjen G. 107
Time scales in segmentation 341
Totally bounded space 43
Totally boundedness with inclusion 43
Tsybakov A.B. 124 200
Uniform integrability 9
Viano M.C. 95
Vogelsang T. 394
Vostrikova L. 94
Wald A. 110 119
Wald identity 36
Wald identity, generalization 36
Weak convergence 16
Weak convergence, special kind 75
Wendling F. 381
Wiener N. 337
Wiener process 12
Willsky A. 118
Wolfovitz J. 124
Wu L. 107
Zacks S. 86 87
‘Contamination’ problem 58
‘Contamination’ problem, basis model 202
‘False alarm’ probability 171
‘False tranquillity’ probability 171
‘Shock’, endogenous 390
‘Shock’, exogenous 390
‘Shock’, structural 390
‘Shock’, supply 390
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