Robustness of the likelihood ratio test for detection and estimation of a mean change point in a sequence of elliptically contoured observations (Q5400827)
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scientific article; zbMATH DE number 6268769
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness of the likelihood ratio test for detection and estimation of a mean change point in a sequence of elliptically contoured observations |
scientific article; zbMATH DE number 6268769 |
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Robustness of the likelihood ratio test for detection and estimation of a mean change point in a sequence of elliptically contoured observations (English)
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12 March 2014
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change point
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elliptically contoured distributions
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likelihood-ratio criteria
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invariant
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maximum-likelihood estimators
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