Local likelihood method in the problems related to change points

MaRDI QIDQ2640282zbMATH OpenFDO

Authors P. R. Krishnaiah, Baiqi Miao, Lincheng Zhao

Publication date 1990

Published in Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

zbMATH Keywords

covariancelocal likelihood approachmeanmultidimensional normal modelnumber of change pointsStrongly consistent estimators

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Point estimation (62F10) Estimation in multivariate analysis (62H12)

Review text

Strongly consistent estimators for the number of change points and their locations are derived in a multidimensional normal model. Five cases are studied in which change points occur in different ways in the mean and/or covariance functions.

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Cited in

(3)

• Change-point estimators with true identification property
• A Likelihood Integrated Method for Exploratory Graphical Analysis of Change Point Problem with Directional Data
• On the estimation of change points in the Beer-Lambert law problem

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