Multiple change-point estimation with U-statistics

DOI10.1016/j.jspi.2010.01.040zbMath1184.62050OpenAlexW2035265800MaRDI QIDQ963893

Maik Döring

Publication date: 14 April 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.01.040

zbMATH Keywords

rate of convergenceconsistencychange-point estimatorU-statistic

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (8)

On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations ⋮ Multiscale change point detection via gradual bandwidth adjustment in moving sum processes ⋮ A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection ⋮ Convergence in distribution of multiple change point estimators ⋮ Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment ⋮ Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points ⋮ A semiparametric maximum likelihood ratio test for the change point in copula models ⋮ Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes

Cites Work

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• A priori estimates in problems of ``change-points of a random sequence.
• On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter
• Statistical methods for DNA sequence segmentation
• Exponential and polynomial tailbounds for change-point estimators
• Comparison of \(U\)-statistics in the change-point problem and in sequential change detection
• \(U\)-statistics for sequential change detection.

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