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Authors: Sofronov, G. Yu
Date: 2005
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/141153
Description: We consider the problem of a posteriori change-point detection for a sequence of independent identically distributed random variables. We propose to use d-risks instead of error of the first type and ... More
Reviewed: Reviewed
Authors: Sofronov, G. Yu
Date: 2002
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/141149
Description: The paper considers the problem of a change-point detection for a sequence of random variables. We construct a d-optimal test guaranteeing the d-risk. The asymptotics of this test is obtained. Transla ... More
Reviewed: Reviewed
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