论文信息 - Asymptotically optimal ditiction of a change in a linear model

Asymptotically optimal ditiction of a change in a linear model

For a change in the mean value parameters of a normal linear model,a class of detecting methods is proposed,which are asymptotically optimal in an appropriate sense. If there exists no nuisance parameters,the Cusum procedure is included in this class.

Qiwei Yao

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