Nonparametric multiple change-point estimators

DOI10.1016/0167-7152(95)00089-5zbMath0847.62022OpenAlexW2031866347MaRDI QIDQ1916209

Chung-Bow Lee

Publication date: 2 July 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00089-5

zbMATH Keywords

weighted empirical distributionalmost sure consistencynumber of change points

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Related Items (11)

A computationally efficient nonparametric approach for changepoint detection ⋮ Semiparametric tests for change-points with epidemic alternatives ⋮ On consistency of minimum description length model selection for piecewise autoregressions ⋮ Application of modified information criterion to multiple change point problems ⋮ Rank-based multiple change-point detection ⋮ Detection and estimation of multiple transient changes ⋮ Convergence in distribution of multiple change point estimators ⋮ Asymptotic fluctuations of mutagrams ⋮ Consistent selection of the number of change-points via sample-splitting ⋮ Estimating a changed segment in a sample ⋮ Nonparametric maximum likelihood approach to multiple change-point problems

Cites Work

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• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
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