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Volumn 24, Issue 4, 1996, Pages 503-515

Linear statistics in change-point estimation and their asymptotic behaviour

Author keywords

Bayes risk; Change point problem; Integral operator; Linear estimator; Prior distribution; Quadratic loss

Indexed keywords


EID: 0040795695     PISSN: 03195724     EISSN: None     Source Type: Journal    
DOI: 10.2307/3315330     Document Type: Article
Times cited : (1)

References (12)
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    • Chernoff, H.1    Zacks, S.2
  • 3
    • 0017875638 scopus 로고
    • The problem of the Nile: Conditional solution to a change-point problem
    • Cobb, G.W. (1978). The problem of the Nile: Conditional solution to a change-point problem. Biometrika, 62, 243-251.
    • (1978) Biometrika , vol.62 , pp. 243-251
    • Cobb, G.W.1
  • 4
    • 0001634361 scopus 로고
    • The asymptotic behavior of some nonparametric change-point estimators
    • Duembgen, L. (1991). The asymptotic behavior of some nonparametric change-point estimators. Ann. Statist., 19, 1471-1495.
    • (1991) Ann. Statist. , vol.19 , pp. 1471-1495
    • Duembgen, L.1
  • 5
    • 21844484948 scopus 로고
    • Linear estimators in the change-point problems
    • Hartigan, J. (1994). Linear estimators in the change-point problems. Ann. Statist., 22, 824-834.
    • (1994) Ann. Statist. , vol.22 , pp. 824-834
    • Hartigan, J.1
  • 6
    • 77956887957 scopus 로고
    • Inference about the change-point in a sequence of random variables
    • Hinkley, D.V. (1970). Inference about the change-point in a sequence of random variables. Biometrika, 57, 1-17.
    • (1970) Biometrika , vol.57 , pp. 1-17
    • Hinkley, D.V.1
  • 9
    • 0001677581 scopus 로고
    • A diffusion process and its application to detecting a change in the drift of Brownian motion
    • Pollak, M., and Siegmund, D. (1985). A diffusion process and its application to detecting a change in the drift of Brownian motion. Biometrika, 72, 267-280.
    • (1985) Biometrika , vol.72 , pp. 267-280
    • Pollak, M.1    Siegmund, D.2
  • 10
    • 0011445873 scopus 로고    scopus 로고
    • Change-point estimation: Linear statistics, Bayes risk and an information distance
    • Rukhin, A.L. (1996). Change-point estimation: Linear statistics, Bayes risk and an information distance. Math. Methods Statist., 5,
    • (1996) Math. Methods Statist. , vol.5
    • Rukhin, A.L.1
  • 11
    • 0001565579 scopus 로고
    • On the stockastic difference equation and a representation of nonnegative infinitely divisible random variables
    • Vervaat, W. (1979). On the stockastic difference equation and a representation of nonnegative infinitely divisible random variables. Adv. Appt. Probab., 11, 750-783.
    • (1979) Adv. Appt. Probab. , vol.11 , pp. 750-783
    • Vervaat, W.1
  • 12
    • 77956887062 scopus 로고
    • Confidence regions and tests for a change-point in a sequence of exponential family random variables
    • Worsley, K.J. (1986). Confidence regions and tests for a change-point in a sequence of exponential family random variables. Biometrika, 73, 91-104.
    • (1986) Biometrika , vol.73 , pp. 91-104
    • Worsley, K.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.