Inference on the change point estimator of variance in measurement error models

DOI10.1007/S10986-016-9330-3MaRDI QIDQ507029zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

consistencyasymptotic distributionBrownian motionconvergence ratemeasurement error modelschange point in variance

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)

Recommendations

• Estimation in a linear multivariate measurement error model with a change point in the data
• An Estimate of a Change Point in Variance of Measurement Errors and Its Convergence Rate
• Inferences for the Linear Errors-in-Variables With Changepoint Mode
• Inference for Change-Point and Post-Change Mean with Possible Change in Variance
• Mean estimation in the presence of change points
• Estimation of change-point models
• Change point estimation of the variance of linear processes
• Estimation of change point in mean and variance of non-parametric regression model
• Asymptotics for change-point models under varying degrees of mis-specification

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• An Estimate of a Change Point in Variance of Measurement Errors and Its Convergence Rate
• Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
• Change-point detection for variance piecewise constant models
• Inferences for the Linear Errors-in-Variables With Changepoint Mode
• Measurement Error in Nonlinear Models
• Nonparametric prediction in measurement error 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

Cited in

(3)

• Inferences for the Linear Errors-in-Variables With Changepoint Mode
• Limit properties of weighted cumulative sum estimator of change-point in variance
• An Estimate of a Change Point in Variance of Measurement Errors and Its Convergence Rate

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