Nonparametric inference in a simple change-point model
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Publication:944067
DOI10.1007/S10114-008-6070-2zbMATH Open1144.62319OpenAlexW1979240312MaRDI QIDQ944067FDOQ944067
Authors: Lincheng Zhao, Zhanfeng Wang, Yaohua Wu 
Publication date: 12 September 2008
Published in: Acta Mathematica Sinica, English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-008-6070-2
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Cites Work
- Nonparametric change-point estimation
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- Permutation tests in change point analysis
- Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case
- Probability Inequalities for the Sum of Independent Random Variables
- Asymptotic Properties of Gaussian Processes
- Title not available (Why is that?)
Cited In (16)
- Title not available (Why is that?)
- Inference in a model with at most one slope-change point
- Nonparametric statistical inference for distribution change point model
- Title not available (Why is that?)
- On the median of a jump type distribution
- Simple change point model in heteroscedastic extremes
- Mean change point detection based on jump information criterion
- Title not available (Why is that?)
- Title not available (Why is that?)
- Estimator of a change point in single index models
- Nonparametric point estimators for the change-point problem
- Title not available (Why is that?)
- Inference of change-point in single index models
- Title not available (Why is that?)
- Comparisons of changepoint estimators
- Nonparametric change-point estimation
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