Nonparametric point estimators for the change-point problem

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
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container_title Communications in statistics. Theory and methods
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creator scariano, Stephen M.
watkins, Terry A.
description 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.
doi_str_mv 10.1080/03610928808829826
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source Taylor & Francis:Master (3349 titles)
subjects Exact sciences and technology
least-squares estimation
Mathematics
Nonparametric inference
Probability and statistics
process control
Sciences and techniques of general use
slope estimation
Statistics
title Nonparametric point estimators for the change-point problem
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