메뉴 건너뛰기




Volumn 30, Issue 3, 1997, Pages 181-200

Change-point estimation as a nonlinear regression problem

Author keywords

Change point estimation; M estimates

Indexed keywords


EID: 0031312566     PISSN: 02331888     EISSN: None     Source Type: Journal    
DOI: 10.1080/02331889708802609     Document Type: Article
Times cited : (14)

References (19)
  • 2
    • 0001235246 scopus 로고
    • Nonparametric change-point estimation
    • Carlstein, E. (1988) Nonparametric change-point estimation. Ann. Statist., 16, 188-197.
    • (1988) Ann. Statist. , vol.16 , pp. 188-197
    • Carlstein, E.1
  • 3
    • 0017875638 scopus 로고
    • The problem of the Nile: Conditional solution to change-point problem
    • Cobb, G. W. (1978) The problem of the Nile: conditional solution to change-point problem. Biometrika, 65, 243-251.
    • (1978) Biometrika , vol.65 , pp. 243-251
    • Cobb, G.W.1
  • 4
    • 0039533698 scopus 로고
    • Nonparametric method for detection of the change-point of a random sequence
    • Darkhovsky, B. S. Nonparametric method for detection of the change-point of a random sequence. Theor. Verojatn. Primen, 21, 180-184, 1976.
    • (1976) Theor. Verojatn. Primen , vol.21 , pp. 180-184
    • Darkhovsky, B.S.1
  • 6
    • 77956887957 scopus 로고
    • Inference about the change-point in a sequence of random variables
    • Hinkley, D. V. (1970) Inference about the change-point in a sequence of random variables. Biometrika, 57, 1-17.
    • (1970) Biometrika , vol.57 , pp. 1-17
    • Hinkley, D.V.1
  • 8
    • 0010125029 scopus 로고    scopus 로고
    • Tests and estimators for change point based on M-statistics
    • Hušková, M. (1996a) Tests and estimators for change point based on M-statistics. Statistics and Decisions, 14, 115-136.
    • (1996) Statistics and Decisions , vol.14 , pp. 115-136
    • Hušková, M.1
  • 9
    • 0029685753 scopus 로고    scopus 로고
    • Estimation of a change in linear models
    • Hušková, M. (1996b) Estimation of a change in linear models. Statistics and Probab. Letters, 26, 13-24.
    • (1996) Statistics and Probab. Letters , vol.26 , pp. 13-24
    • Hušková, M.1
  • 10
  • 11
    • 0002367401 scopus 로고
    • Consistency of M-estimates in general regression models
    • Liese, F. and Vajda, I. (1994) Consistency of M-estimates in general regression models. Jour. Multivar . Analysis, 50, 93-114.
    • (1994) Jour. Multivar . Analysis , vol.50 , pp. 93-114
    • Liese, F.1    Vajda, I.2
  • 12
    • 21844481339 scopus 로고
    • Necessary and sufficient conditions for consistency of generalized M-eslimates
    • Liese, F. and Vajda, I. (1995) Necessary and sufficient conditions for consistency of generalized M-eslimates. Metrika, 42, 291-324.
    • (1995) Metrika , vol.42 , pp. 291-324
    • Liese, F.1    Vajda, I.2
  • 13
    • 0001676485 scopus 로고    scopus 로고
    • Consistent estimators for a noncompact parameter space
    • Richardson, G. D. and Bhattacharya, B. B. (1996) Consistent estimators for a noncompact parameter space. Ann. Statist., 14, 1591-1596.
    • (1996) Ann. Statist. , vol.14 , pp. 1591-1596
    • Richardson, G.D.1    Bhattacharya, B.B.2
  • 14
    • 0002655163 scopus 로고
    • Asymptotic efficient estimation of the change point with unknown distributions
    • Ritov, Y. (1990) Asymptotic efficient estimation of the change point with unknown distributions. Ann. Statist., 18, 1829-1839.
    • (1990) Ann. Statist. , vol.18 , pp. 1829-1839
    • Ritov, Y.1
  • 15
    • 0030136564 scopus 로고    scopus 로고
    • The rates of convergence of Bayes estimators in change-point analysis
    • Rukhin, A. L. (1996a) The rates of convergence of Bayes estimators in change-point analysis. Statistics and Probab. Letters, 27, 319-329.
    • (1996) Statistics and Probab. Letters , vol.27 , pp. 319-329
    • Rukhin, A.L.1
  • 16
    • 0040795695 scopus 로고    scopus 로고
    • Linear statistics in the change-point estimation and their asymptotic behavior
    • Rukhin, A. L. (1996b) Linear statistics in the change-point estimation and their asymptotic behavior. Canadian J. Statistics, 24.
    • (1996) Canadian J. Statistics , vol.24
    • Rukhin, A.L.1
  • 19
    • 0001460041 scopus 로고
    • Least-squares estimation of a step function
    • Yao, Y.-C. and Au, S. T. (1989) Least-squares estimation of a step function. Shankhyā, 51, 370-381.
    • (1989) Shankhyā , vol.51 , pp. 370-381
    • Yao, Y.-C.1    Au, S.T.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.