On the inconsistency of the change-point estimator for the NE family
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Publication:2499570
DOI10.1007/s00184-005-0021-zzbMath1095.62025MaRDI 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
62F03: Parametric hypothesis testing
62F10: Point estimation
62A01: Foundations and philosophical topics in statistics
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Cites Work
- 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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