Asymptotic efficient estimation of the change point with unknown distributions

DOI10.1214/AOS/1176347881zbMATH Open0714.62027OpenAlexW2088839853MaRDI QIDQ751104FDOQ751104

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

Recommendations

• Large Sample Change-Point Estimation when Distributions Are Unknown
• Asymptotically Optimal Solutions in the Change-Point Problem
• Nonparametric estimation in change-point models
• Nonparametric change-point estimation
• scientific article; zbMATH DE number 23009

zbMATH Keywords

change point estimationasymptotic efficient estimationbest regular estimatorlimit of experimentsregular one-dimensional parametric family of distributions

Mathematics Subject Classification ID

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

Cited In (24)

• Change-Point Estimation as a Nonlinear Regression Problem
• Detection of slightly expressed changes in random environment
• Asymptotic distribution of the jump change-point estimator
• Change-point estimation under adaptive sampling
• A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process
• Title not available (Why is that?)
• On a multi-channel change-point problem
• Change-point tests for the error distribution in nonparametric regression
• Bayesian-type estimators of change points
• Asymptotic behavior of posterior distribution of the change-point parameter
• Change-point problem and bootstrap
• Sequential change-point detection for skew normal distribution
• Estimation of a change in linear models
• On change-point estimation under Sobolev sparsity
• Asymptotically optimal estimators for moments of change
• Detection and estimation of abrupt changes in the variability of a process
• Optimal change-point estimation in time series
• A change-point problem in relative error-based regression
• Large Sample Change-Point Estimation when Distributions Are Unknown
• On the inconsistency of the change-point estimator for the NE family
• Estimation of change-points in linear and nonlinear time series models
• Asymptotics for change-point models under varying degrees of mis-specification
• Change point estimation using nonparametric regression
• Minimax Estimation of a Discontinuity for the Density

This page was built for publication: Asymptotic efficient estimation of the change point with unknown distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q751104)