Nonparametric multiple change-point estimators
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Publication:1916209
DOI10.1016/0167-7152(95)00089-5zbMath0847.62022MaRDI QIDQ1916209
Publication date: 2 July 1996
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(95)00089-5
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62G30: Order statistics; empirical distribution functions
Related Items
Application of modified information criterion to multiple change point problems, Estimating a changed segment in a sample, Semiparametric tests for change-points with epidemic alternatives, Convergence in distribution of multiple change point estimators, Asymptotic fluctuations of mutagrams, Nonparametric maximum likelihood approach to multiple change-point problems
Cites Work
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- Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
- Convergence of stochastic processes
