Strong convergence rate of robust estimator of change point
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Publication:991162
DOI10.1016/j.matcom.2010.02.012zbMath1203.62095OpenAlexW2030724613MaRDI QIDQ991162
Ruibing Qin, Zheng Tian, Hao Jin, Xiaowei Zhang
Publication date: 2 September 2010
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2010.02.012
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)
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