Nonparametric estimation in change-point models
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Publication:2366575
DOI10.1016/0378-3758(93)90021-WzbMath0777.62037OpenAlexW2093786637MaRDI QIDQ2366575
Publication date: 30 August 1993
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(93)90021-w
asymptotic distributionconsistencyMonte Carlo studyconvergence ratemixture distributionlarge sample propertiesasymptotically normal estimatorschange-point modelleast-squares type estimatorssmooth mixture intervention
Related Items (5)
Nonparametric estimation in a two change-point model ⋮ Change-Point Estimation as a Nonlinear Regression Problem ⋮ Change points with linear trend for the exponential distribution ⋮ Change-point problems: bibliography and review ⋮ Estimation of multiple-regime regressions with least absolutes deviation
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- Distribution function inequalities for martingales
- On tests for detecting change in mean
- A test for a change in a parameter occurring at an unknown point
- Confidence regions and tests for a change-point in a sequence of exponential family random variables
- Rank tests for changepoint problems
- Inference about the change-point in a sequence of random variables
- Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
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