Geodesic
Asymptotically $d$-optimal
Teoriâ veroâtnostej i ee primeneniâ, Tome 49 (2004) no. 2, pp. 396-399

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We consider the problem of a posteriori change-point detection for a sequence of independent identically distributed random variables. We propose to use $d$-risks instead of error of the first type and error of the second type. We construct an asymptotically optimal test minimizing one $d$-risk and guaranteeing another.
Keywords: change-point detection, hypothesis discrimination, close hypothesis, $d$-a posteriori approach, $d$-optimality, weak convergence, Wiener process functional. 
@article{TVP_2004_49_2_a12,
     author = {G. Yu. Sofronov},
     title = {Asymptotically $d$-optimal},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {396--399},
     publisher = {mathdoc},
     volume = {49},
     number = {2},
     year = {2004},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2004_49_2_a12/}
}
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G. Yu. Sofronov. Asymptotically $d$-optimal. Teoriâ veroâtnostej i ee primeneniâ, Tome 49 (2004) no. 2, pp. 396-399. http://geodesic.mathdoc.fr/item/TVP_2004_49_2_a12/