Exact Distribution of Argmax (Argmin)

DOI10.1515/EQC.2011.015zbMath1274.62120OpenAlexW193304475MaRDI QIDQ2891059

Reza Habibi

Publication date: 13 June 2012

Published in: Economic Quality Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/eqc.2011.015

zbMATH Keywords

Monte Carlo simulationexact distributionchange point

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Sequential statistical analysis (62L10)

Related Items (1)

On the locations of maxima and minima in a sequence of exchangeable random variables

Cites Work

• Cube root asymptotics
• Argmax-stable marked empirical processes
• Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case
• LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
• A continuous mapping theorem for the argmax‐functional in the non‐unique case
• Inference about the change-point in a sequence of random variables

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