The rates of convergence of Bayes estimators in change-point analysis
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- Ferger, Dietmar & Stute, Winfried, 1992. "Convergence of changepoint estimators," Stochastic Processes and their Applications, Elsevier, vol. 42(2), pages 345-351, September.
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KeywordsBayes risk Change-point problem Convergence rate Geometric distribution Maximum likelihood estimator Spitzer's formula Zero-one loss function;
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