On nonparametric change point estimator based on empirical characteristic functions

DOI10.1007/S11425-016-0138-XzbMATH Open1366.62095OpenAlexW2488535802MaRDI QIDQ525905FDOQ525905

Authors: Xiaoying Sun, Yuehua Wu, Changchun Tan, Xiaoping Shi 

Publication date: 5 May 2017

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-016-0138-x

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zbMATH Keywords

asymptotic distributionconvergence rateempirical characteristic functiontuning parameterchange point estimator

Mathematics Subject Classification ID

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

Cites Work

• The empirical characteristic function and its applications
• Nonparametric change-point estimation
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• A nonparametric approach for multiple change point analysis of multivariate data
• On Estimation of a Probability Density Function and Mode
• Nonparametric tests for change-point detection à la Gombay and Horváth
• The problem of the Nile: Conditional solution to a changepoint problem
• Testing for stability based on the empirical characteristic funstion with applications to financial data
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• Selected Topics in Characteristic Functions
• Inference about the change-point in a sequence of random variables
• Strong convergence rate of estimators of change point and its application
• The asymptotic behavior of some nonparametric change-point estimators
• Testing and dating of structural changes in practice
• Limiting behavior of the ICF test for normality under Gram-Charlier alternatives
• Change point analysis based on empirical characteristic functions
• A weak convergence theorem for the empirical characteristic function
• Estimator of a change point in single index models
• A consistent modification of a test for independence based on the empirical characteristic function
• Nonparametric Sequential Change-Point Detection by a Vertically Trimmed Box Method
• \(U\)-statistics for change under alternatives

Cited In (1)

• Change-Point Analysis Based on Empirical Characteristic Functions of Ranks

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