Nonparametric estimation in a two change-point model

DOI10.1080/10485259708832725zbMath0887.62036OpenAlexW2090336105MaRDI QIDQ4372868

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Publication date: 17 May 1998

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

Full work available at URL: https://doi.org/10.1080/10485259708832725

zbMATH Keywords

empirical processstrong consistencychange-point modelweighted Kolmogorov-Smirnov norm

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Strong limit theorems (60F15)

Related Items (1)

Optimal nonparametric change point analysis

Cites Work

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• Nonparametric tests for the changepoint problem
• Boundary crossing probabilities and statistical applications
• Nonparametric change-point estimation
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• The asymptotic behavior of some nonparametric change-point estimators
• A log-linear model for a Poisson process change point
• On tests for detecting change in mean
• Nonparametric estimation in change-point models
• A Nonparametric bootstrapped estimate of the change-point
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• The problem of the Nile: Conditional solution to a changepoint problem
• Confidence Sets in Change-Point Problems
• On Detecting Changes in the Mean of Normal Variates
• 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
• THE TIME INTERVALS BETWEEN INDUSTRIAL ACCIDENTS

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