Estimation up to a change-point

DOI10.1214/aos/1176349141zbMath0779.62018OpenAlexW2011083656MaRDI QIDQ688372

Edward I. George, Dean P. Foster

Publication date: 19 January 1994

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349141

zbMATH Keywords

change-point problemequivariancenuisance parameterriskchi-square distributionvariance estimationessentially complete classdouble exponential distributionefficiency propertiesgeneralized minimax criterionHunt-Stein theorempooling data

Mathematics Subject Classification ID

Point estimation (62F10) Minimax procedures in statistical decision theory (62C20) Foundations and philosophical topics in statistics (62A01) Sequential estimation (62L12) Complete class results in statistical decision theory (62C07)

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