Nonparametric point estimators for the change-point problem

DOI10.1080/03610928808829826MaRDI QIDQ3473180zbMATH OpenOpenAlexFDO

Authors Stephen M. Scariano, Terry A. Watkins

Publication date 1988

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

Full work available at URL https://doi.org/10.1080/03610928808829826

zbMATH Keywords

change-pointleast-squares estimationprocess controlslope estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Recommendations

• Comparisons of changepoint estimators
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• Nonparametric inference in a simple change-point model
• Multiple changepoints problem-nonparmetric procedures for estimation of the points of change

Cites work

• A simple cumulative sum type statistic for the change-point problem with zero-one observations
• Approximation Theorems of Mathematical Statistics
• Censored observations, repeated measures and mixed effects models: An approach using the EM algorithm and normal errors
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• Counted Data CUSUM's
• Estimation in change-point hazard rate models
• Inference about the change-point from cumulative sum tests
• Inference about the change-point in a sequence of binomial variables
• Inference about the change-point in a sequence of random variables
• Nonparametric statistical procedures for the changepoint problem
• The use of polynomial splines and their tensor products in multivariate function estimation. (With discussion)

Cited in

(20)

• Mean estimation in the presence of change points
• Nonparametric change-point estimation
• Nonparametric multiple change-point estimators
• On Hinkley's estimator: inference about the change point
• On the inconsistency of the change-point estimator for the NE family
• Non-parametric change-point estimation using string matching algorithms
• An Information-Based Approach to the Change-Point Problem of the Noncentral SkewtDistribution with Applications to Stock Market Data
• Large Sample Change-Point Estimation when Distributions Are Unknown
• scientific article; zbMATH DE number 3969953 (Why is no real title available?)
• scientific article; zbMATH DE number 47446 (Why is no real title available?)
• scientific article; zbMATH DE number 409474 (Why is no real title available?)
• Some nonparametric methods for changepoint problems
• scientific article; zbMATH DE number 1031818 (Why is no real title available?)
• A local method for estimating change points: the “Hat-function”
• ESTIMATION OF PARAMETERS FOR NONHOMOGENEOUS POISSON PROCESS: SOFTWARE RELIABILITY WITH CHANGE-POINT MODEL
• On detecting change in likelihood ratio ordering
• On nonparametric change point estimator based on empirical characteristic functions
• scientific article; zbMATH DE number 5259723 (Why is no real title available?)
• Comparisons of changepoint estimators
• Nonparametric inference in a simple change-point model

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