The asymptotic power function of GLR tests for local change of parameter

DOI10.1016/0378-3758(90)90133-FMaRDI QIDQ758034zbMATH OpenOpenAlexFDO

Authors Benzion Boukai

Publication date 1990

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(90)90133-f

zbMATH Keywords

change-point problemgeneralized likelihood ratio testlocal powerlimiting distributionone-parameter exponential familyasymptotic power functionsChernov-Zacks' quasi- Bayesian testlocation parameter familymaximum likelihood type statisticspower comparisonsRetrospective testsscale parameter familysupremum of Brownian motion process

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

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Cites work

• scientific article; zbMATH DE number 3145638 (Why is no real title available?)
• scientific article; zbMATH DE number 3934259 (Why is no real title available?)
• scientific article; zbMATH DE number 3258670 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• An explicit expression for the distribution of the supremum of brownian motion with a change point
• Asymptotic theory of some tests for a possible change in the regression slope occurring at an unknown time point
• Boundary crossing probabilities and statistical applications
• Convergence of stochastic processes
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• On Detecting Changes in the Mean of Normal Variates
• On tests for detecting change in mean
• Sequential analysis. Tests and confidence intervals
• Testing a Sequence of Observations for a Shift in Location
• Tests for a change-point
• The power of likelihood ratio and cumulative sum tests for a change in a binomial probability

Cited in

(6)

• Retrospective Parametric Tests for Homogeneity of Data
• Change-point problems: bibliography and review
• Graphically based interval estimation for the change-point
• Nonparametric estimation in a two change-point model
• On the change–point problem
• An explicit expression for the distribution of the supremum of brownian motion with a change point

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