Nonparametric inference in a simple change-point model

DOI10.1007/S10114-008-6070-2MaRDI QIDQ944067zbMATH OpenOpenAlexFDO

Authors Lincheng Zhao, Zhanfeng Wang, Yaohua Wu

Publication date 12 September 2008

Published in Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10114-008-6070-2

zbMATH Keywords

Bahadur representationchange pointextreme distributionsample median

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 4131439 (Why is no real title available?)
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Asymptotic Properties of Gaussian Processes
• Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case
• Nonparametric change-point estimation
• Permutation tests in change point analysis
• Probability Inequalities for the Sum of Independent Random Variables

Cited in

(16)

• scientific article; zbMATH DE number 733888 (Why is no real title available?)
• scientific article; zbMATH DE number 6013732 (Why is no real title available?)
• Nonparametric point estimators for the change-point problem
• Nonparametric statistical inference for distribution change point model
• Mean change point detection based on jump information criterion
• Nonparametric change-point estimation
• Inference in a model with at most one slope-change point
• scientific article; zbMATH DE number 4143268 (Why is no real title available?)
• Inference of change-point in single index models
• On the median of a jump type distribution
• scientific article; zbMATH DE number 4131439 (Why is no real title available?)
• Simple change point model in heteroscedastic extremes
• Comparisons of changepoint estimators
• Estimator of a change point in single index models
• scientific article; zbMATH DE number 409474 (Why is no real title available?)
• scientific article; zbMATH DE number 863574 (Why is no real title available?)

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