On nonparametric change point estimator based on empirical characteristic functions

DOI10.1007/S11425-016-0138-XMaRDI QIDQ525905zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 1688529 (Why is no real title available?)
• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
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• Limiting behavior of the ICF test for normality under Gram-Charlier alternatives
• Nonparametric Sequential Change-Point Detection by a Vertically Trimmed Box Method
• Nonparametric change-point estimation
• Nonparametric tests for change-point detection à la Gombay and Horváth
• On Estimation of a Probability Density Function and Mode
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• Selected Topics in Characteristic Functions
• Strong convergence rate of estimators of change point and its application
• Testing and dating of structural changes in practice
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• The asymptotic behavior of some nonparametric change-point estimators
• The empirical characteristic function and its applications
• The problem of the Nile: Conditional solution to a changepoint problem
• \(U\)-statistics for change under alternatives

Cited in

(1)

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

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