Change-point analysis as a multiple decision problem

Statistics and Risk Modeling

Volumn 14, Issue 2, 1996, Pages 103-114

  Rukhin, Andrew L ^a  

^a UNIVERSITY OF MARYLAND BALTIMORE COUNTY   (United States)

Author keywords

Bayes risk; change point problem; error probability; Hellinger affinity; maximum likelihood procedure; multiple decision problem; Renyi entropy; super additive sequence

Indexed keywords

EID: 66549098557     PISSN: 21931402     EISSN: 21967040     Source Type: Journal    
DOI: 10.1524/strm.1996.14.2.103     Document Type: Article

References (12)

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