The asymptotic power function of GLR tests for local change of parameter
type: Item
instance of: scholarly article
title: The asymptotic power function of GLR tests for local change of parameter
zbMATH Open document ID: 0724.62024
DOI: 10.1016/0378-3758(90)90133-F
author: Benzion Boukai
published in: Journal of Statistical Planning and Inference
publication date: 1990-01-01T00:00:00Z
Mathematics Subject Classification ID: 62F05
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 4194927
zbMATH Keywords: local power
zbMATH Keywords: Retrospective tests
zbMATH Keywords: one-parameter exponential family
zbMATH Keywords: location parameter family
zbMATH Keywords: scale parameter family
zbMATH Keywords: generalized likelihood ratio test
zbMATH Keywords: change-point problem
zbMATH Keywords: limiting distribution
zbMATH Keywords: maximum likelihood type statistics
zbMATH Keywords: supremum of Brownian motion process
zbMATH Keywords: asymptotic power functions
zbMATH Keywords: power comparisons
zbMATH Keywords: Chernov-Zacks' quasi- Bayesian test
MaRDI profile type: Publication
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full work available at URL: 0378-3758(90)90133-f
OpenAlex ID: W1986555406
description: scientific article; zbMATH DE number 4194927