Genre
- Journal Article
Contributors
Author: Stryhn, Henrik E.
Date Issued
1996
Abstract
The argmax distribution in Bhattacharya and Brockwell (1976) is extended to branches with unequal scalings as well as drifts. Examples show how this distribution class in change point problems with unequal variability may provide better approximations for the MLE than the symmetrical limit in Yao (1987).
Note
ROYAL VET & AGR UNIV,DEPT MATH & PHYS,DK-1871 COPENHAGEN,DENMARK.
AMSTERDAM; PO BOX 211, 1000 AE AMSTERDAM, NETHERLANDS
ELSEVIER SCIENCE BV
PT: J; CR: BHATTACHARYA PK, 1976, Z WAHRSCHEINLICHKEIT, V37, P51 RUDEMO M, 1994, SCAND J STAT, V21, P41 STRYHN H, 1994, THESIS ROYAL VET AGR TRIFONOV A, 1986, DETECTION CHANGERS R, P194 YAO YC, 1987, ANN STAT, V15, P1321; NR: 5; TC: 2; J9: STAT PROBAB LETT; PG: 6; GA: VD082
Source type: Electronic(1)
Language
- English
Subjects
- maximum likelihood
- CHANGE POINT
- LIKELIHOOD
- Statistics & Probability
- bias
- argmax
Page range
279-284
Host Title
Statistics & Probability Letters
Host Abbreviated Title
Stat.Probab.Lett.
Volume
29
Issue
3
ISSN
0167-7152