Change-point estimation: Linear statistics and asymptotic Bayes risk

zbMATH Open0884.62028MaRDI QIDQ1366482FDOQ1366482

Authors: Andrew L. Rukhin 

Publication date: 5 April 1998

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

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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)

Cited In (10)

• Estimation up to a change-point
• Bayesian like R- and M- estimators of change points
• Title not available (Why is that?)
• Linear statistics in change‐point estimation and their asymptotic behaviour
• Asymptotically optimal estimates in the smooth change-point problem
• Asymptotic behavior of posterior distribution of the change-point parameter
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• Optimal change-point estimation from indirect observations
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• Asymptotics of a bayesian approach to estimating change-point in a hazard rate

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