A Statistical Test of Change-Point in Mean that Almost Surely Has Zero Error Probabilities

DOI10.1111/anzs.12049zbMath1336.62065MaRDI QIDQ2803540

Yuehua Wu, Guoqi Qian, Xiao Ping Shi

Publication date: 2 May 2016

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12049

zbMATH Keywords

strong convergence; parameter estimation; hypothesis testing; change-point; almost-sure (a.s.) convergence

Mathematics Subject Classification ID

62F03: Parametric hypothesis testing

62F15: Bayesian inference

Related Items

Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search

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