Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
DOI10.1016/j.jmaa.2020.124883zbMath1460.62058OpenAlexW3116692331MaRDI QIDQ1996305
Anouar Abdeldjaoued Ferfache, Salim Bouzebda
Publication date: 4 March 2021
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2020.124883
Kaplan-Meier integralscensored datasemiparametric inference\(M\)-estimatorsmultiple change-points\(Z\)-estimators
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01)
Related Items (2)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Consistent selection of the number of change-points via sample-splitting
- Detection of multiple changes in a sequence of dependent variables
- Multiple change-point detection for non-stationary time series using Wild Binary Segmentation
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
- Wild binary segmentation for multiple change-point detection
- Asymptotic properties of maximum likelihood estimators in models with multiple change points
- Minimax theory of image reconstruction
- Change-point estimation from indirect observations. 1. Minimax complexity
- Estimating the number of change-points via Schwarz' criterion
- Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case
- Influence functions for censored data
- Moment and probability bounds with quasi-superadditive structure for the maximum partial sum
- The asymptotic behavior of some nonparametric change-point estimators
- The strong law under random censorship
- An application of the maximum likelihood test to the change-point problem
- The multiple change-points problem for the spectral distribution
- Fitting multiple change-point models to data
- Consistent change-point detection with kernels
- Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data
- A semiparametric maximum likelihood ratio test for the change point in copula models
- Inference for change point and post change means after a CUSUM test.
- Multiple change-point detection: a selective overview
- Minimax estimation of sharp change points
- Change point analysis for censored data
- Weak convergence and empirical processes. With applications to statistics
- Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search
- Tail-greedy bottom-up data decompositions and fast multiple change-point detection
- Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis
- Bayesian multiple change-points estimation for hazard with censored survival data from exponential distributions
- Change-point problems: bibliography and review
- Bootstrapping the empirical distribution of a stationary process with change-point
- Sequential change-point detection based on nearest neighbors
- Improved inference in generalized mean-reverting processes with multiple change-points
- Convergence in distribution of multiple change point estimators
- Nonparametric maximum likelihood approach to multiple change-point problems
- Structural breaks in time series
- Multiple change-point detection via a screening and ranking algorithm
- Inference for single and multiple change-points in time series
- Estimations and Tests in Change-Point Models
- Wavelet detection of change points in hazard rate models with censored dependent data
- Locating a changed segment in a sequence of Bernoulli variables
- Maximum likelihood estimation of multiple change points
- A test for a change in a parameter occurring at an unknown point
- On problems in which a change in a parameter occurs at an unknown point
- Nonparametric Estimation from Incomplete Observations
- Approximation Theorems of Mathematical Statistics
- Simulation and the Asymptotics of Optimization Estimators
- Detection of the number, locations and magnitudes of jumps
- Asymptotic Statistics
- Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint
- The uniform law of large numbers for the Kaplan-Meier integral process
- A Nonparametric Test for Change in Randomly Censored Data
- Estimating and Testing Linear Models with Multiple Structural Changes
- On the Minimax Optimality of the CUSUM Statistic in Disorder Problems for Brownian Motion
- Changepoint Problems Under Random Censorship
- Asymptotic Properties of M‐estimators Based on Estimating Equations and Censored Data
- Bayesian multiple change-point estimation for exponential distribution with truncated and censored data
- Consistent Estimation of a Location Parameter in the Presence of an Incidental Scale Parameter
- Inference about the change-point in a sequence of random variables
- Rates of Convergence of Estimates and Test Statistics
- Inference about the change-point in a sequence of binomial variables
- Procedures for Reacting to a Change in Distribution
- Time-ordered classification
- Note on the Consistency of the Maximum Likelihood Estimate
- CONTINUOUS INSPECTION SCHEMES
- Robust Statistics
This page was built for publication: Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points