Nonparametric point estimators for the change-point problem

DOI10.1080/03610928808829826zbMath0696.62191OpenAlexW2101523929MaRDI QIDQ3473180

Stephen M. Scariano, Terry A. Watkins

Publication date: 1988

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928808829826

zbMATH Keywords

process controlleast-squares estimationchange-pointslope estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Related Items (3)

ESTIMATION OF PARAMETERS FOR NONHOMOGENEOUS POISSON PROCESS: SOFTWARE RELIABILITY WITH CHANGE-POINT MODEL ⋮ On detecting change in likelihood ratio ordering ⋮ Comparisons of changepoint estimators

Cites Work

• The use of polynomial splines and their tensor products in multivariate function estimation. (With discussion)
• Nonparametric statistical procedures for the changepoint problem
• Censored observations, repeated measures and mixed effects models: An approach using the EM algorithm and normal errors
• Approximation Theorems of Mathematical Statistics
• Counted Data CUSUM's
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• A simple cumulative sum type statistic for the change-point problem with zero-one observations
• Estimation in change-point hazard rate models
• Inference about the change-point in a sequence of random variables
• Inference about the change-point in a sequence of binomial variables
• Inference about the change-point from cumulative sum tests

This page was built for publication: Nonparametric point estimators for the change-point problem