An Estimate of a Change Point in Variance of Measurement Errors and Its Convergence Rate

DOI10.1080/03610926.2012.762395MaRDI QIDQ5259090zbMATH OpenOpenAlexFDO

Authors

Publication date 24 June 2015

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2012.762395

zbMATH Keywords

consistencyoutlierconvergence ratemeasurement error modelschange point in variance

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• Measurement Error in Nonlinear Models
• Nonparametric prediction in measurement error models

Cited in

(3)

• Standard-Error Estimates for Rates of Change from Indirect Measurements
• Inference on the change point estimator of variance in measurement error models
• Estimation in a linear multivariate measurement error model with a change point in the data

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