Comparisons of changepoint estimators

DOI10.1080/03610919008812878zbMath0718.62076OpenAlexW2059475575MaRDI QIDQ5750144

Stephen M. Scariano, Terry A. Watkins

Publication date: 1990

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919008812878

zbMATH Keywords

mean squared errorPitman nearnessprobability concentrationnonparametric changepoint estimators

Mathematics Subject Classification ID

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

Cites Work

• A Non-Parametric Approach to the Change-Point Problem
• Nonparametric change-point estimation
• An algorithm for computing nonparametric estimators of change‐points
• Nonparametric point estimators for the change-point problem
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• Rank tests for changepoint problems
• A Bayesian approach to inference about a change-point in a sequence of random variables
• Testing a Sequence of Observations for a Shift in Location
• The problem of the Nile: Conditional solution to a changepoint problem
• The pitman nearness criterion and its determination
• Inference about the change-point in a sequence of random variables
• Inference about the change-point in a sequence of binomial variables
• Time-ordered classification

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