Nonparametric estimation in a two change-point model

DOI10.1080/10485259708832725MaRDI QIDQ4372868zbMATH OpenOpenAlexFDO

Authors

Publication date 17 May 1998

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

Full work available at URL https://doi.org/10.1080/10485259708832725

zbMATH Keywords

change-point modelempirical processstrong consistencyweighted Kolmogorov-Smirnov norm

Mathematics Subject Classification ID

Strong limit theorems (60F15) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

Recommendations

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Cites work

• A log-linear model for a Poisson process change point
• A Nonparametric bootstrapped estimate of the change-point
• Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
• Boundary crossing probabilities and statistical applications
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• Confidence Sets in Change-Point Problems
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• Inference about the change-point in a sequence of random variables
• Nonparametric change-point estimation
• Nonparametric estimation in change-point models
• Nonparametric tests for the changepoint problem
• On Detecting Changes in the Mean of Normal Variates
• On tests for detecting change in mean
• The asymptotic behavior of some nonparametric change-point estimators
• The asymptotic power function of GLR tests for local change of parameter
• The problem of the Nile: Conditional solution to a changepoint problem
• THE TIME INTERVALS BETWEEN INDUSTRIAL ACCIDENTS

Cited in

(6)

• Nonparametric estimation in change-point models
• scientific article; zbMATH DE number 6718659 (Why is no real title available?)
• scientific article; zbMATH DE number 5733270 (Why is no real title available?)
• TWO‐WAY CHANGE‐POINT MODEL AND ITS APPLICATION
• Estimation in a change-point non linear quantile model
• Optimal nonparametric change point analysis

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