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Rupture de modeles: loi asymptotique des statistiques de tests et des estimateurs du maximum de vraisemblance. (French) Zbl 0525.62025


MSC:

62E20 Asymptotic distribution theory in statistics
62F05 Asymptotic properties of parametric tests
62F12 Asymptotic properties of parametric estimators
60F17 Functional limit theorems; invariance principles
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References:

[1] Hinkley D.V. : ” Inference about the change-point in a sequence of random variables Biometrika ( 1970 ) n^\circ 57 , p. 1 - 17 MR 273727 | Zbl 0198.51501 · Zbl 0198.51501 · doi:10.1093/biomet/57.1.1
[2] Ibragimov I.A. , Khasminskii R.Z. : ” Asymptotic behaviour of statistical estimators in the smooth case. I - Study of the likelihood ratio ”, T.P.A. ( 1972 ), vol. 17 , p. 445 - 462 Zbl 0273.62019 · Zbl 0273.62019 · doi:10.1137/1117054
[3] Ibragimov I.A. , Khasminskii R.Z. : ” Local asymptotic normality for non identically distributed observations ”, T.P.A. ( 1975 ) n^\circ 20 , p. 246 - 260 Zbl 0332.62012 · Zbl 0332.62012 · doi:10.1137/1120032
[4] Deshayes J. , Picard D. : ” Testing for a change-point in statistical models ” Prépublications d’Orsay , 1980 , t. 5 2 [5] Deshayes J. , Picard D. : ” Convergence de processus à double indice: application aux tests de rupture dans un modèle ”. Note C.R.A.S. t. 292 ( 1981 ), série 1 , p. 449 - 452 . MR 611414 | Zbl 0467.62082 · Zbl 0467.62082
[5] Picard D. , Deshayes J. : ” Rupture dans les modèles de régression: loi asymptotique des tests et estimateurs du maximum de vraisemblance ” 1981 - Prépublication d’Orsay . · Zbl 0525.62025
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