Nonparametric maximum likelihood approach to multiple change-point problems

DOI10.1214/14-AOS1210zbMath1305.62158arXiv1405.7173MaRDI QIDQ2510824

Guosheng Yin, Zhaojun Wang, Changliang Zou, Long Feng

Publication date: 4 August 2014

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.7173

zbMATH Keywords

dynamic programmingempirical distribution functionCramér-von Mises statisticgoodness-of-fit testchange-point estimationBIC

Mathematics Subject Classification ID

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

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