Comparisons of changepoint estimators

DOI10.1080/03610919008812878MaRDI QIDQ5750144zbMATH OpenOpenAlexFDO

Authors Stephen M. Scariano, Terry A. Watkins

Publication date 1990

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919008812878

zbMATH Keywords

mean squared errorPitman nearnessprobability concentrationnonparametric changepoint estimators

Mathematics Subject Classification ID

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

Recommendations

• Nonparametric point estimators for the change-point problem
• Nonparametric multiple change-point estimators
• Nonparametric change-point estimation
• Some nonparametric methods for changepoint problems
• Nonparametric inference in a simple change-point model

Cites work

• A Bayesian approach to inference about a change-point in a sequence of random variables
• A Non-Parametric Approach to the Change-Point Problem
• An algorithm for computing nonparametric estimators of change‐points
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• Inference about the change-point in a sequence of binomial variables
• Inference about the change-point in a sequence of random variables
• Nonparametric change-point estimation
• Nonparametric point estimators for the change-point problem
• Rank tests for changepoint problems
• Testing a Sequence of Observations for a Shift in Location
• The pitman nearness criterion and its determination
• The problem of the Nile: Conditional solution to a changepoint problem
• Time-ordered classification

Cited in

(4)

• scientific article; zbMATH DE number 2205586 (Why is no real title available?)
• Nonparametric point estimators for the change-point problem
• scientific article; zbMATH DE number 953270 (Why is no real title available?)
• Comparing change-point location in independent series

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