An Estimate of a Change Point in Variance of Measurement Errors and Its Convergence Rate

DOI10.1080/03610926.2012.762395zbMath1360.62117OpenAlexW2101695797MaRDI QIDQ5259090

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Publication date: 24 June 2015

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

Full work available at URL: https://doi.org/10.1080/03610926.2012.762395

zbMATH Keywords

consistencyconvergence rateoutliermeasurement error modelschange point in variance

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

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

Cites Work

• Nonparametric Prediction in Measurement Error Models
• Measurement Error in Nonlinear Models