The asymptotic power function of GLR tests for local change of parameter (Q758034)
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scientific article; zbMATH DE number 4194927
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotic power function of GLR tests for local change of parameter |
scientific article; zbMATH DE number 4194927 |
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The asymptotic power function of GLR tests for local change of parameter (English)
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1990
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local power
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Retrospective tests
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one-parameter exponential family
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location parameter family
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scale parameter family
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generalized likelihood ratio test
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change-point problem
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limiting distribution
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maximum likelihood type statistics
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supremum of Brownian motion process
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asymptotic power functions
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power comparisons
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Chernov-Zacks' quasi- Bayesian test
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