THE LIKELIHOOD RATIO TEST FOR THE CHANGE POINT PROBLEM FOR EXPONENTIALLY DISTRIBUTED RANDOM-VARIABLES

被引:29
作者
HACCOU, P [1 ]
MEELIS, E [1 ]
VANDEGEER, S [1 ]
机构
[1] CTR MATH & COMP SCI, 1009 AB AMSTERDAM, NETHERLANDS
关键词
D O I
10.1016/0304-4149(87)90009-3
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:121 / 139
页数:19
相关论文
共 35 条
[1]  
BAHADUR RR, 1972, 6TH P BERK S MATH ST, V1, P129
[2]  
BAHADUR RR, 1967, 5TH P BERK S MATH ST, V1, P13
[3]  
Bahadur RR, 1971, SOME LIMIT THEOREMS
[4]  
BASSEVILLE M, 1986, DETECTION ABRUPT CHA
[5]  
BROEMELING LD, 1974, COMMUNICATIONS STAT, V3, P243
[6]   PROBLEM OF NILE - CONDITIONAL SOLUTION TO A CHANGEPOINT PROBLEM [J].
COBB, GW .
BIOMETRIKA, 1978, 65 (02) :243-251
[7]  
Csorgo M., 1981, STRONG APPROXIMATION
[8]  
DANIELS HE, 1945, PROC R SOC LON SER-A, V183, P405
[9]  
DESHAYES J, 1984, ANN I H POINCARE-PR, V20, P309
[10]  
DESHAYES J, 1984, ANN I H POINCARE-PR, V20, P1