A note on Ritov's Bayes approach to the minimax property of the cusum procedure
成果类型：
Article
署名作者：
Beibel, M
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
发表日期：
1996
页码：
1804-1812
关键词：
摘要：
We consider, in a Bayesian framework. the model W-t = B-t +/- 0(t - v)(+), where B is a standard Brownian motion, theta is arbitrary but known and II is the unknown change-point, we transfer the construction of Ritov to this continuous time setup and show that the corresponding Bayes problems can be reduced to generalized parking problems.