Analysis of change-point estimators under the null hypothesis

DOI10.2307/3318498MaRDI QIDQ5949616zbMATH OpenOpenAlexFDO

Authors Dietmar Ferger

Publication date 10 March 2003

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bj/1080004762

zbMATH Keywords

Berry-Esseen estimateschange-point estimationcontiguous alternativeslimiting null distributionmaximizersets of cluster pointsweighted Brownian bridges

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes (62M99)

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Cited in

(9)

• On the supremum of a Brownian bridge standardized by its maximizing point with applications to statistics
• Stein's method of exchangeable pairs in multivariate functional approximations
• Functional convergence of sequential \(U\)-processes with size-dependent kernels
• On Hinkley's estimator: inference about the change point
• On the inconsistency of the change-point estimator for the NE family
• Inference for single and multiple change-points in time series
• Estimations and Tests in Change-Point Models
• On the minimizing point of the incorrectly centered empirical process and its limit distribution in nonregular experiments
• Estimation and testing of crossing-points in fixed design regression

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