Change-point estimation: Linear statistics and asymptotic Bayes risk

MaRDI QIDQ1366482zbMATH OpenFDO

Authors Andrew L. Rukhin

Publication date 5 April 1998

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

Bayes riskminimaxityquadratic risklinear estimatorsasymptotic admissibilityHilbert-Schmidt integral operatorunbiased linear estimatorchange-point estimation problemmixture parameter

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Asymptotic distribution theory in statistics (62E20) Bayesian problems; characterization of Bayes procedures (62C10) Integral operators (47G10)

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• Asymptotics of a bayesian approach to estimating change-point in a hazard rate

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