Nonparametric inference in a simple change-point model

DOI10.1007/s10114-008-6070-2zbMath1144.62319OpenAlexW1979240312MaRDI QIDQ944067

Lin Cheng Zhao, Zhan-Feng Wang, Yao-hua Wu

Publication date: 12 September 2008

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-008-6070-2

zbMATH Keywords

Bahadur representationchange pointextreme distributionsample median

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Nonparametric change-point estimation
• Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case
• Probability Inequalities for the Sum of Independent Random Variables
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Asymptotic Properties of Gaussian Processes
• Permutation tests in change point analysis

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