Equivariant variance estimation for multiple change-point model

DOI10.1214/23-ejs2190arXiv2108.09431OpenAlexW4389578198MaRDI QIDQ6184930

Ning Hao, Yue Selena Niu, Han Xiao

Publication date: 5 January 2024

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.09431

zbMATH Keywords

minimaxtotal variationinferenceunbiasednesschange-point detectionquadratic estimator

Mathematics Subject Classification ID

Statistics (62-XX)

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