Change point estimation using nonparametric regression
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Publication:1354400
DOI10.1214/aos/1032298290zbMath0867.62033OpenAlexW2013866619MaRDI QIDQ1354400
Publication date: 10 August 1997
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1032298290
boundary crossingmaximum likelihood estimatesnonparametric regressiondiscontinuityconfidence regionsmean functionchange point estimate
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Cites Work
- Asymptotic efficient estimation of the change point with unknown distributions
- Change-points in nonparametric regression analysis
- Variable bandwidth and local linear regression smoothers
- Smoothing with Split Linear Fits
- The likelihood ratio test for a change-point in simple linear regression
- Confidence Sets in Change-Point Problems
- Inference about the change-point in a sequence of random variables
