Change-point estimation: Linear statistics and asymptotic Bayes risk

zbMath0884.62028MaRDI QIDQ1366482

Andrew. L. Rukhin

Publication date: 5 April 1998

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

quadratic risklinear estimatorsminimaxityBayes riskasymptotic admissibilityunbiased linear estimatorHilbert-Schmidt integral operatorchange-point estimation problemmixture parameter

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Integral operators (47G10)

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