Estimator of a change point in single index models

DOI10.1007/s11425-014-4820-4zbMath1418.62074OpenAlexW1981277355MaRDI QIDQ477154

Cuiling Dong, Baiqi Miao, Baisuo Jin, Chang-Chun Tan

Publication date: 2 December 2014

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-014-4820-4

zbMATH Keywords

asymptotic distributionconvergence ratechange pointsingle index model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items

Change-point detection for the link function in a single-index model, Hajek-Renyi-type inequality for \((\alpha, \beta)\)-mixing sequences and its application to change-point model, Semiparametric jump-preserving estimation for single-index models, On nonparametric change point estimator based on empirical characteristic functions

Cites Work

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