On the inconsistency of the change-point estimator for the NE family

DOI10.1007/s00184-005-0021-zzbMath1095.62025OpenAlexW2078617808MaRDI QIDQ2499570

Douglas M. Hawkins, Venkata K. Jandhyala, Stergios B. Fotopoulos

Publication date: 14 August 2006

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-005-0021-z

zbMATH Keywords

natural exponential familyinconsistencychange-pointSchwarz information criterion

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Foundations and philosophical topics in statistics (62A01)

Related Items (1)

Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives

Cites Work

• Unnamed Item
• Natural real exponential families with cubic variance functions
• Asymptotic efficient estimation of the change point with unknown distributions
• Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint
• Testing and Locating Variance Changepoints with Application to Stock Prices
• Inference about the change-point in a sequence of random variables

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