Cumulative sum estimator for change-point in panel data (Q1685211)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Cumulative sum estimator for change-point in panel data |
scientific article; zbMATH DE number 6818150
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cumulative sum estimator for change-point in panel data |
scientific article; zbMATH DE number 6818150 |
Statements
Cumulative sum estimator for change-point in panel data (English)
0 references
13 December 2017
0 references
A class of estimates of common change-point in means of panel data are studied. The estimates are arguments of weighted cumulative sum type statistics. The consistency of estimates is established and the rate of convergence is provided.
0 references
change-point
0 references
panel data
0 references
cumulative sum estimator
0 references
mean shift
0 references
consistency
0 references
rate of convergence
0 references
0 references
