Inference on the change point estimator of variance in measurement error models

DOI10.1007/s10986-016-9330-3zbMath1358.62035OpenAlexW2556237678MaRDI QIDQ507029

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

Publication date: 3 February 2017

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-016-9330-3

zbMATH Keywords

asymptotic distributionconsistencyBrownian motionconvergence ratemeasurement error modelschange point in variance

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Cites Work

• Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
• Parametric Statistical Change Point Analysis
• Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
• Inferences for the Linear Errors-in-Variables With Changepoint Mode
• Change-Point Detection for Variance Piecewise Constant Models
• Nonparametric Prediction in Measurement Error Models
• An Estimate of a Change Point in Variance of Measurement Errors and Its Convergence Rate
• Measurement Error in Nonlinear Models
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