Estimation up to a change-point

DOI10.1214/AOS/1176349141zbMATH Open0779.62018OpenAlexW2011083656MaRDI QIDQ688372FDOQ688372

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

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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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• Exploring the longevity risk using statistical tools derived from the Shiryaev-Roberts procedure
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• Multigraph time-delay estiamtion using change-point technique

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