Nonparametric point estimators for the change-point problem

Three nonparametric methods for estimating a change-point, and the mean function Pefore and after the change has occurred are developed for a restricted class of processes. The estimators which are developed are intuitive, and their asymptotic behavior is studied, Konte Cario cornparisoris are under...

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Veröffentlicht in:	Communications in statistics. Theory and methods 1988-01, Vol.17 (11), p.3645-3675
Hauptverfasser:	scariano, Stephen M., watkins, Terry A.
Format:	Artikel
Sprache:	eng
Schlagworte:	Exact sciences and technology least-squares estimation Mathematics Nonparametric inference Probability and statistics process control Sciences and techniques of general use slope estimation Statistics
Online-Zugang:	Volltext
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Beschreibung
Zusammenfassung:	Three nonparametric methods for estimating a change-point, and the mean function Pefore and after the change has occurred are developed for a restricted class of processes. The estimators which are developed are intuitive, and their asymptotic behavior is studied, Konte Cario cornparisoris are undertaKen for smali and moderate samples.
ISSN:	0361-0926 1532-415X
DOI:	10.1080/03610928808829826