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

DOI10.1080/03610926.2012.762395zbMATH Open1360.62117OpenAlexW2101695797MaRDI QIDQ5259090FDOQ5259090

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

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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)

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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