Change-point estimation under asymmetric loss

Statistics and Risk Modeling

Volumn 15, Issue 2, 1997, Pages 141-164

  Rukhin, Andrew L ^a,b  

^a Department of Mathematics and Statistics ^*

^b UNIVERSITY OF MARYLAND BALTIMORE COUNTY   (United States)

Author keywords

Bayes risk; change point problem; entropy loss; geometric distribution; linex loss function; maximum likelihood estimator; prior distribution; super additive sequence

Indexed keywords

EID: 0000971866     PISSN: 21931402     EISSN: 21967040     Source Type: Journal    
DOI: 10.1524/strm.1997.15.2.141     Document Type: Article

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