Change-point problem and bootstrap

DOI10.1080/10485259508832639MaRDI QIDQ3837406zbMATH OpenOpenAlexFDO

Authors Jaromír Antoch, Marie Hušková, Noël Veraverbeke

Publication date 8 December 1996

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485259508832639

zbMATH Keywords

bootstrap approximationchange-point problemlimiting distributionrates of consistencysimulations

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• A Nonparametric bootstrapped estimate of the change-point
• Nonparametric change-point estimation
• Asymptotic distribution theory of change-point estimators and confidence intervals based on bootstrap approximation
• The asymptotic behavior of some nonparametric change-point estimators
• Bootstrapping confidence intervals for the change-point of time series

Cites work

• Asymptotic efficient estimation of the change point with unknown distributions
• Conditional bootstrap methods in the mean-shift model
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• Confidence Sets in Change-Point Problems
• Convergence of changepoint estimators
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Inference about the change-point in a sequence of random variables
• Nonparametric change-point estimation
• On the rate of almost sure convergence of Dümbgen's change-point estimators
• Tests for parameter changes at unknown times in linear regression models
• The asymptotic behavior of some nonparametric change-point estimators
• The problem of the Nile: Conditional solution to a changepoint problem

Cited in

(44)

• The asymptotic behavior of some nonparametric change-point estimators
• Gradual changes versus abrupt changes.
• Rank based estimators of the change-point
• The effect of long-range dependence on change-point estimators
• Effect of dependence on statistics for determination of change
• Asymptotic distribution theory of change-point estimators and confidence intervals based on bootstrap approximation
• Estimation of a change in linear models
• Approximations for the time of change and the power function in change-point models
• Change point analysis of covariance functions: a weighted cumulative sum approach
• Consistency of binary segmentation for multiple change-point estimation with functional data
• Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
• Bootstrapping the empirical distribution of a stationary process with change-point
• Application of the bootstrap method for change points analysis in generalized linear models
• A note on Studentized confidence intervals for the change-point
• On the detection of changes in autoregressive time series. II: Resampling procedures
• Nonparametric estimation of structural change points in volatility models for time series
• Change point detection using bootstrap methods
• Bootstraping of M-smoothers
• The bootstrap in threshold regression
• A Nonparametric bootstrapped estimate of the change-point
• Bootstrapping confidence intervals for the change-point of time series
• Robust Wilcoxon‐Type Estimation of Change‐Point Location Under Short‐Range Dependence
• On detecting change in likelihood ratio ordering
• Estimating a change point in the long memory parameter
• Bootstrap confidence intervals for a break date in linear regressions
• Exact tests for offline changepoint detection in multichannel binary and count data with application to networks
• Convergence of series of moments on general exponential inequality
• A Tree-Based Semi-Varying Coefficient Model for the COM-Poisson Distribution
• Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process
• The CUSUM statistics of change-point models based on dependent sequences
• BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES
• Approximations to the \(p\)-values of tests for a change-point under non-standard conditions
• Weighted Least Squares Estimators for a Change-Point
• Some nonparametric tests for change-point detection based on the \(\mathbb{P}\)-\(\mathbb{P}\) and \(\mathbb{Q}\)-\(\mathbb{Q}\) plot processes
• Bayesian-type estimators of change points
• Data-driven estimation of change-points with mean shift
• Change-point in stochastic design regression and the bootstrap
• A data-driven approach to detecting change points in linear regression models
• Cross-validation for change-point regression: pitfalls and solutions
• Bootstrapping the change-point of a hazard rate
• Inference for change points in high dimensional mean shift models
• The consistency for CUSUM estimator of mean change-point model based on association
• Estimation of change points for non-linear (auto-)regressive processes using neural network functions
• Bootstrap confidence intervals for multiple change points based on moving sum procedures

This page was built for publication: Change-point problem and bootstrap

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3837406)