USING LARGE ORDER STATISTICS OF RUNS FOR TRACKING A CHANGING BERNOULLI PROBABILITY

DOI10.1081/STA-120003649zbMath1075.62556OpenAlexW2045992928MaRDI QIDQ4449023

Adolfo J. Quiroz, Narayanaswamy Balakrishnan, María Rosa Brito

Publication date: 4 February 2004

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-120003649

zbMATH Keywords

Change-point problemsIndependent Bernoulli trialLarge order statistics

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Monte Carlo methods (65C05)

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Cites Work

• Estimating the number of change-points via Schwarz' criterion
• A Bayesian Analysis for Change Point Problems
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