Estimation up to a change-point
DOI10.1214/aos/1176349141zbMath0779.62018MaRDI QIDQ688372
Edward I. George, Dean P. Foster
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
change-point problem; equivariance; nuisance parameter; risk; chi-square distribution; variance estimation; essentially complete class; double exponential distribution; efficiency properties; generalized minimax criterion; Hunt-Stein theorem; pooling data
62F10: Point estimation
62C20: Minimax procedures in statistical decision theory
62A01: Foundations and philosophical topics in statistics
62L12: Sequential estimation
62C07: Complete class results in statistical decision theory
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