Asymptotic distribution theory of change-point estimators and confidence intervals based on bootstrap approximation
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Publication:1894115
zbMath0823.62017MaRDI QIDQ1894115
Publication date: 17 July 1995
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
confidence intervalschange-pointtriangular array of rowwise independent random elementskernel- estimatorstwo-sided random walk
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items (6)
Bootstrapping confidence intervals for the change-point of time series ⋮ Bayesian-type estimators of change points ⋮ Exponential and polynomial tailbounds for change-point estimators ⋮ \(U\)-statistics for change under alternatives ⋮ Change-point problems: bibliography and review ⋮ Limit theorems for kernel-type estimators for the time of change
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