Large Sample Change-Point Estimation when Distributions Are Unknown

DOI10.1137/S0040585X97983729MaRDI QIDQ3556734zbMATH OpenFDO

Authors A. A. Borovkov

Publication date 26 April 2010

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X97983729

zbMATH Keywords

sequential estimationchange-pointchange-point problem for unknown distributions

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Sequential estimation (62L12)

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Cited in

(3)

• Asymptotic efficient estimation of the change point with unknown distributions
• Change-point estimators in case of small disorders
• Estimations of multiple moments of change in unknown distributions

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