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Asymptotically Optimal Tests and Optimal Designs for Testing the Mean in Regression Models with Applications to Change-Point Problems

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  • Wolfgang Bischoff
  • Frank Miller

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  • Wolfgang Bischoff & Frank Miller, 2000. "Asymptotically Optimal Tests and Optimal Designs for Testing the Mean in Regression Models with Applications to Change-Point Problems," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(4), pages 658-679, December.
    • Handle: RePEc:spr:aistmt:v:52:y:2000:i:4:p:658-679
    DOI: 10.1023/A:1017521225616
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    References listed on IDEAS

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    1. H. Luschgy, 1991. "Testing one-sided hypotheses for the mean of a gaussian process," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 38(1), pages 179-194, December.
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    Cited by:

    1. Wolfgang Bischoff & Andreas Gegg, 2016. "The Cameron–Martin Theorem for (p-)Slepian Processes," Journal of Theoretical Probability, Springer, vol. 29(2), pages 707-715, June.
    2. Friede, T. & Miller, F. & Bischoff, W. & Kieser, M., 2001. "A note on change point estimation in dose-response trials," Computational Statistics & Data Analysis, Elsevier, vol. 37(2), pages 219-232, August.
    3. Bischoff, Wolfgang & Hashorva, Enkelejd & Hüsler, Jürg & Miller, Frank, 2004. "On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models," Statistics & Probability Letters, Elsevier, vol. 66(2), pages 105-115, January.
    4. Enkelejd Hashorva & Jürg Hüsler, 2000. "Extremes of Gaussian Processes with Maximal Variance near the Boundary Points," Methodology and Computing in Applied Probability, Springer, vol. 2(3), pages 255-269, September.

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