Asymptotics for change-point models under varying degrees of mis-specification

DOI10.1214/15-AOS1362zbMath1331.62251arXiv1409.0727WikidataQ36368834 ScholiaQ36368834MaRDI QIDQ5963519

Moulinath Banerjee, Rui Song, Michael R. Kosorok

Publication date: 22 February 2016

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.0727

zbMATH Keywords

change-pointmodel mis-specification

Mathematics Subject Classification ID

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

Related Items

Asymptotics for change-point models under varying degrees of mis-specification ⋮ Inference after estimation of breaks ⋮ Multiscale change-point segmentation: beyond step functions

Uses Software

• seqCBS
• unbalhaar

Cites Work

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