Nonparametric estimation in change-point models

DOI10.1016/0378-3758(93)90021-WzbMath0777.62037OpenAlexW2093786637MaRDI QIDQ2366575

Yi-Ping Chang, Wen-Tao Huang

Publication date: 30 August 1993

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

Full work available at URL: https://doi.org/10.1016/0378-3758(93)90021-w

zbMATH Keywords

asymptotic distributionconsistencyMonte Carlo studyconvergence ratemixture distributionlarge sample propertiesasymptotically normal estimatorschange-point modelleast-squares type estimatorssmooth mixture intervention

Mathematics Subject Classification ID

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

Related Items (5)

Nonparametric estimation in a two change-point model ⋮ Change-Point Estimation as a Nonlinear Regression Problem ⋮ Change points with linear trend for the exponential distribution ⋮ Change-point problems: bibliography and review ⋮ Estimation of multiple-regime regressions with least absolutes deviation

Cites Work

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• Distribution function inequalities for martingales
• On tests for detecting change in mean
• A test for a change in a parameter occurring at an unknown point
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• Rank tests for changepoint problems
• Inference about the change-point in a sequence of random variables
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time

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