Asymptotic efficient estimation of the change point with unknown distributions

DOI10.1214/AOS/1176347881MaRDI QIDQ751104zbMATH OpenOpenAlexFDO

Authors Yaacov Ritov

Publication date 1990

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176347881

zbMATH Keywords

asymptotic efficient estimationbest regular estimatorchange point estimationlimit of experimentsregular one-dimensional parametric family of distributions

Mathematics Subject Classification ID

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

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Cited in

(25)

• Change point estimation using nonparametric regression
• Detection and estimation of abrupt changes in the variability of a process
• Asymptotic behavior of posterior distribution of the change-point parameter
• Estimation of a change in linear models
• Optimal change-point estimation in time series
• On change-point estimation under Sobolev sparsity
• Change-point estimation under adaptive sampling
• Detection of slightly expressed changes in random environment
• On the inconsistency of the change-point estimator for the NE family
• Estimation of change-points in linear and nonlinear time series models
• Change-point tests for the error distribution in nonparametric regression
• Large Sample Change-Point Estimation when Distributions Are Unknown
• Change-point problem and bootstrap
• Change-Point Estimation as a Nonlinear Regression Problem
• Minimax Estimation of a Discontinuity for the Density
• Sequential change-point detection for skew normal distribution
• Asymptotically optimal estimators for moments of change
• scientific article; zbMATH DE number 2208901 (Why is no real title available?)
• Bayesian-type estimators of change points
• Asymptotics for change-point models under varying degrees of mis-specification
• Nonparametric CUSUM change-point detection procedures based on modified empirical likelihood
• Asymptotic distribution of the jump change-point estimator
• On a multi-channel change-point problem
• A change-point problem in relative error-based regression
• A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process

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