A Nonparametric bootstrapped estimate of the change-point

DOI10.1080/10485259308832576zbMath1380.62184OpenAlexW2084753541MaRDI QIDQ3432373

B. A. Boukai

Publication date: 16 April 2007

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259308832576

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09)

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Cites Work

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• On goodness-of-fit and the bootstrap
• Boundary crossing probabilities and statistical applications
• Nonparametric change-point estimation
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• The asymptotic behavior of some nonparametric change-point estimators
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• Conditional bootstrap methods in the mean-shift model
• The problem of the Nile: Conditional solution to a changepoint problem
• A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables
• Confidence Sets in Change-Point Problems
• Inference about the change-point in a sequence of random variables

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