Distributed estimation and its fast algorithm for change-point in location models*

DOI10.1080/03610926.2021.1894447MaRDI QIDQ5046816zbMATH OpenOpenAlexFDO

Authors Ping Cao, Zhiming Xia

Publication date 9 November 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2021.1894447

zbMATH Keywords

consistencychange pointconvergence rateleast-squares estimationlimiting distributiondistributed fast algorithm

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
• CONTINUOUS INSPECTION SCHEMES
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• Cube root asymptotics
• Inference about the change-point in a sequence of binomial variables
• LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
• Likelihood Ratio Tests for a Change in the Multivariate Normal Mean
• Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case
• Multi-stage estimation for mean-shift model with the unknown number of change-points
• On tests for detecting change in mean
• On the Likelihood Ratio Test for a Shift in Location of Normal Populations
• Some One-Sided Tests for Change in Level
• Testing a Sequence of Observations for a Shift in Location
• Tests for a change-point

Cited in

(1)

• scientific article; zbMATH DE number 1450225 (Why is no real title available?)

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