Simultaneous testing of change-point location and of a regular parameter by Poisson observations
type: Item
instance of: scholarly article
title: Simultaneous testing of change-point location and of a regular parameter by Poisson observations
zbMATH Open document ID: 1469.62245
author: Lin Yang
author: S. Dachian
published in: Statistical Inference for Stochastic Processes
publication date: 2021-05-03T00:00:00Z
review text: The authors investigate testing two parameters in a Poisson process, namely the location of a change point and another sufficiently regular one. Four tests are considered, namely the general likelihood ratio test (GLRT), the Wald test, and two Bayesian tests. The authors provide analytic approximations to compute the critical values and discuss how the power function can be simulated. In case of the GLRT, both can be computed analytically. The performance of the tests is investigated in a simulation study.
reviewed by: Frank Werner
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62M02
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 7342244
zbMATH Keywords: hypothesis testing
zbMATH Keywords: Poisson process
zbMATH Keywords: regularity
zbMATH Keywords: change-point
zbMATH Keywords: general likelihood ratio test
zbMATH Keywords: Wald's test
zbMATH Keywords: Bayesian tests
zbMATH Keywords: local alternatives
zbMATH Keywords: limit power function
zbMATH Keywords: Neyman-Pearson envelope
MaRDI profile type: Publication
full work available at URL: s11203-020-09207-3
OpenAlex ID: W3005712794
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DOI: 10.1007/S11203-020-09207-3
description: scientific article; zbMATH DE number 7342244