Estimation up to a change-point

DOI10.1214/AOS/1176349141MaRDI QIDQ688372zbMATH OpenOpenAlexFDO

Authors Dean P. Foster, Edward I. George

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

variance estimationpooling datachange-point problemriskchi-square distributionnuisance parameteressentially complete classequivariancedouble exponential distributionefficiency propertiesgeneralized minimax criterionHunt-Stein theorem

Mathematics Subject Classification ID

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

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