Parametric Statistical Change Point Analysis With Applications to Genetics, Medicine, and Finance

"Overall, the book gives a clear and systematic presentation of models and methods. It will be an excellent source for theoretical and applied statisticians who are interested in research on change-point analysis and its applications to many areas." —Mathematical Reviews (Review of the First Edition)

This revised and expanded second edition is an in-depth study of the change point problem from a general point of view, as well as a further examination of change point analysis of the most commonly used statistical models. Change point problems are encountered in such disciplines as economics, finance, medicine, psychology, signal processing, and geology, to mention only several. More recently, change point analysis has been found in extensive applications related to analyzing biomedical imaging data, array Comparative Genomic Hybridization (aCGH) data, and gene expression data. These more recent applications infuse further research work on change point problems, adding significantly to the literature of statistical change point analysis.

Key features and topics:

* Clear and systematic exposition with a great deal of introductory material included

* Different models are presented in each chapter, including gamma and exponential models, rarely examined thus far in the literature

* Additional models covered in detail: the multivariate normal, univariate normal, regression, discrete models, hazard function model, smooth-and-abrupt change point model, and epidemic change point models

* Extensive examples emphasize key concepts and different methodologies used, namely the likelihood ratio criterion as well as the Bayesian and information criterion approaches

* An up-to-date comprehensive bibliography and two indices

New to the second edition:

* New examples of change point analysis in modern molecular biology and other fields such as finance and air traffic control

* Two new sections of applications of the underlying change point models in analyzing the array Comparative Genomic Hybridization (aCGH) data for DNA copy number changes

* A new chapter on change points in the hazard function

* A new chapter on other practical change point models such as the epidemic change point model and a smooth-and-abrupt change point model