Cumulative sum estimator for change-point in panel data (Q1685211)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cumulative sum estimator for change-point in panel data |
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Cumulative sum estimator for change-point in panel data (English)
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13 December 2017
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A class of estimates of common change-point in means of panel data are studied. The estimates are arguments of weighted cumulative sum type statistics. The consistency of estimates is established and the rate of convergence is provided.
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change-point
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panel data
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cumulative sum estimator
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mean shift
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consistency
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rate of convergence
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