On nonparametric change point estimator based on empirical characteristic functions

DOI10.1007/s11425-016-0138-xzbMath1366.62095OpenAlexW2488535802MaRDI QIDQ525905

XiaoYing Sun, Yuehua Wu, Chang-Chun Tan, Xiao Ping Shi

Publication date: 5 May 2017

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

Full work available at URL: https://doi.org/10.1007/s11425-016-0138-x

zbMATH Keywords

asymptotic distributionconvergence rateempirical characteristic functiontuning parameterchange point estimator

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• Estimator of a change point in single index models
• Testing and dating of structural changes in practice
• Strong convergence rate of estimators of change point and its application
• Nonparametric change-point estimation
• The asymptotic behavior of some nonparametric change-point estimators
• The empirical characteristic function and its applications
• A consistent modification of a test for independence based on the empirical characteristic function
• Limiting behavior of the ICF test for normality under Gram-Charlier alternatives
• Nonparametric tests for change-point detection à la Gombay and Horváth
• Change point analysis based on empirical characteristic functions
• Parametric Statistical Change Point Analysis
• A weak convergence theorem for the empirical characteristic function
• The problem of the Nile: Conditional solution to a changepoint problem
• Selected Topics in Characteristic Functions
• Testing for stability based on the empirical characteristic funstion with applications to financial data
• A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data
• Nonparametric Sequential Change-Point Detection by a Vertically Trimmed Box Method
• Inference about the change-point in a sequence of random variables
• On Estimation of a Probability Density Function and Mode
• \(U\)-statistics for change under alternatives

This page was built for publication: On nonparametric change point estimator based on empirical characteristic functions