Rank based estimators of the change-point

DOI10.1016/S0378-3758(97)00099-2MaRDI QIDQ1299386zbMATH OpenFDO

Authors Edit Gombay, Marie Hušková

Publication date 14 March 2000

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

weak convergencepartial sumschange-pointlinear rank statistics

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 3934259 (Why is no real title available?)
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• scientific article; zbMATH DE number 922032 (Why is no real title available?)
• scientific article; zbMATH DE number 272681 (Why is no real title available?)
• scientific article; zbMATH DE number 3258670 (Why is no real title available?)
• A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables
• Change-point estimators in case of small disorders
• Change-point problem and bootstrap
• Estimators for the Time of Change in Linear Models
• Limit theorems for rank statistics
• On the asymptotic behavior of a class of nonparametric tests for a change-point problem
• Some Extensions of the Wald-Wolfowitz-Noether Theorem
• The minimum of an additive process with applications to signal estimation and storage theory

Cited in

(10)

• Maximum likelihood estimator in a multi-phase random regression model
• Template matching with ranks
• Rank-based change-point analysis for long-range dependent time series
• The likelihood ratio method for testing changes in the parameters of double exponential observations
• Extensions of some classical methods in change point analysis
• Comments on: ``Extensions of some classical methods in change point analysis
• Robust Wilcoxon‐Type Estimation of Change‐Point Location Under Short‐Range Dependence
• Rank-based multiple change-point detection
• Off-line testing for a changed segment in the sample variance
• Change-Point Analysis Based on Empirical Characteristic Functions of Ranks

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