Inference on the change point estimator of variance in measurement error models
DOI10.1007/S10986-016-9330-3zbMATH Open1358.62035OpenAlexW2556237678MaRDI QIDQ507029FDOQ507029
Authors: Cuiling Dong, Baiqi Miao, Baisuo Jin, Changchun Tan 
Publication date: 3 February 2017
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-016-9330-3
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consistencyasymptotic distributionBrownian motionconvergence ratemeasurement error modelschange point in variance
Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)
Cites Work
- Measurement Error in Nonlinear Models
- Parametric statistical change point analysis. With applications to genetics, medicine, and finance
- Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
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- Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
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- Inferences for the Linear Errors-in-Variables With Changepoint Mode
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- Change-point detection for variance piecewise constant models
- Nonparametric prediction in measurement error models
- An Estimate of a Change Point in Variance of Measurement Errors and Its Convergence Rate
Cited In (3)
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