The asymptotic power function of GLR tests for local change of parameter (Q758034): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
 
(One intermediate revision by one other user not shown)
Property / cites work
 
Property / cites work: Q5560061 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An explicit expression for the distribution of the supremum of brownian motion with a change point / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Detecting Changes in the Mean of Normal Variates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5543905 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing a Sequence of Observations for a Shift in Location / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests for a change-point / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3262608 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic theory of some tests for a possible change in the regression slope occurring at an unknown time point / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3706371 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On tests for detecting change in mean / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sequential analysis. Tests and confidence intervals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Boundary crossing probabilities and statistical applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: The power of likelihood ratio and cumulative sum tests for a change in a binomial probability / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/0378-3758(90)90133-f / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1986555406 / rank
 
Normal rank

Latest revision as of 09:07, 30 July 2024

scientific article
Language Label Description Also known as
English
The asymptotic power function of GLR tests for local change of parameter
scientific article

    Statements

    The asymptotic power function of GLR tests for local change of parameter (English)
    0 references
    0 references
    1990
    0 references
    local power
    0 references
    Retrospective tests
    0 references
    one-parameter exponential family
    0 references
    location parameter family
    0 references
    scale parameter family
    0 references
    generalized likelihood ratio test
    0 references
    change-point problem
    0 references
    limiting distribution
    0 references
    maximum likelihood type statistics
    0 references
    supremum of Brownian motion process
    0 references
    asymptotic power functions
    0 references
    power comparisons
    0 references
    Chernov-Zacks' quasi- Bayesian test
    0 references

    Identifiers