Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoriya Veroyatnostei i ee Primeneniya, 2004, Volume 49, Issue 2, Pages 396–399
DOI: https://doi.org/10.4213/tvp229 (Mi tvp229) 		 
Short Communications

Asymptotically $d$-optimal test of a posteriori change-point detection

G. Yu. Sofronov

Mari State University
Full-text PDF (465 kB)
References:
PDF
HTML
DOI: https://doi.org/10.4213/tvp229
Abstract: 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 error of the second type. We construct an asymptotically optimal test minimizing one $d$-risk and guaranteeing another.
Keywords: change-point detection, hypothesis discrimination, close hypothesis, $d$-a posteriori approach, $d$-optimality, weak convergence, Wiener process functional.
Received: 22.03.2004
English version:
Theory of Probability and its Applications, 2005, Volume 49, Issue 2, Pages 367–371
DOI: https://doi.org/10.1137/S0040585X97981111
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: G. Yu. Sofronov, “Asymptotically $d$-optimal test of a posteriori change-point detection”, Teor. Veroyatnost. i Primenen., 49:2 (2004), 396–399; Theory Probab. Appl., 49:2 (2005), 367–371
Citation in format AMSBIB
\Bibitem{Sof04}
\by G.~Yu.~Sofronov
\paper Asymptotically $d$-optimal
test of a posteriori change-point detection
\jour Teor. Veroyatnost. i Primenen.
\yr 2004
\vol 49
\issue 2
\pages 396--399
\mathnet{http://mi.mathnet.ru/tvp229}
\crossref{https://doi.org/10.4213/tvp229}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2144309}
\zmath{https://zbmath.org/?q=an:1170.62355}
\transl
\jour Theory Probab. Appl.
\yr 2005
\vol 49
\issue 2
\pages 367--371
\crossref{https://doi.org/10.1137/S0040585X97981111}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000230308000013}
Linking options:
  • https://www.mathnet.ru/eng/tvp229
  • https://doi.org/10.4213/tvp229
  • https://www.mathnet.ru/eng/tvp/v49/i2/p396
    • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024