Information criterion and change point problem for regular models

Authors Jiahua Chen, Arjun K. Gupta, Jianmin Pan

Publication date 14 August 2010

consistency model complexity convergence rate limiting distribution irregular parametric model location of change regular parametric models

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Asymptotic distribution theory in statistics (62E20) Theory of statistical experiments (62B15) Sufficiency and information (62B99)

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