메뉴 건너뛰기




Volumn 7, Issue 3, 2001, Pages 487-506

Analysis of change-point estimators under the null hypothesis

Author keywords

Berry esseen estimates; Change point estimation; Contiguous alternatives; Limiting null distribution; Maximizer of weighted brownian bridges; Sets of cluster points

Indexed keywords


EID: 0142140776     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318498     Document Type: Article
Times cited : (13)

References (29)
  • 1
    • 0001432120 scopus 로고
    • On the fluctuations of sums of random variables
    • Andersen, E.S. (1953) On the fluctuations of sums of random variables, I. Math. Scand., 1, 263-285.
    • (1953) I. Math. Scand. , vol.1 , pp. 263-285
    • Andersen, E.S.1
  • 3
    • 0000233570 scopus 로고
    • Maximum likelihood estimation of a change-point in the distribution of independent random variables: General multiparameter case
    • Bhattacharya, P.K. (1987) Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case. J. Multivariate Anal, 23, 183-208.
    • (1987) J. Multivariate Anal , vol.23 , pp. 183-208
    • Bhattacharya, P.K.1
  • 4
    • 0002323074 scopus 로고
    • The minimum of an additive process with applications to signal estimation and storage theory
    • Bhattacharya, P.K. and Brockwell, P.J. (1976) The minimum of an additive process with applications to signal estimation and storage theory. Z. Wahrscheinlichkeitstheorie Venv. Geb., 37, 51-75.
    • (1976) Z. Wahrscheinlichkeitstheorie Venv. Geb. , vol.37 , pp. 51-75
    • Bhattacharya, P.K.1    Brockwell, P.J.2
  • 5
    • 0011967969 scopus 로고
    • A nonparametric control chart for detecting small disorders
    • Bhattacharya, P.K. and Frierson, D. Jr (1981) A nonparametric control chart for detecting small disorders. Ann. Statist., 9, 544-554.
    • (1981) Ann. Statist. , vol.9 , pp. 544-554
    • Bhattacharya, P.K.1    Frierson Jr., D.2
  • 8
    • 0000720834 scopus 로고
    • On the rate of convergence for the invariance principle
    • Borovkov, A.A. (1973) On the rate of convergence for the invariance principle. Theory Probab. Appl., 18, 207-225.
    • (1973) Theory Probab. Appl. , vol.18 , pp. 207-225
    • Borovkov, A.A.1
  • 11
    • 0000986291 scopus 로고
    • Invariance principles for change-point problems
    • Csörgö, M. and Horvâth, L. (1988) Invariance principles for change-point problems. J. Multivariate Anal., 27, 151-168.
    • (1988) J. Multivariate Anal. , vol.27 , pp. 151-168
    • Csörgö, M.1    Horvâth, L.2
  • 14
    • 0001634361 scopus 로고
    • The asymptotic behavior of some nonparametric change-point estimators
    • Diimbgen, L. (1991) The asymptotic behavior of some nonparametric change-point estimators. Ann. Statist., 19, 1471-1495.
    • (1991) Ann. Statist. , vol.19 , pp. 1471-1495
    • Diimbgen, L.1
  • 15
    • 38149147470 scopus 로고
    • Change-point estimators in case of small disorders
    • Ferger, D. (1994a) Change-point estimators in case of small disorders. J. Statist. Plann. Inference, 40, 33-49.
    • (1994) J. Statist. Plann. Inference , vol.40 , pp. 33-49
    • Ferger, D.1
  • 16
    • 0042005494 scopus 로고
    • On exact rates of convergence in functional limit theorems for U-statistic type processes
    • Ferger, D. (1994b) On exact rates of convergence in functional limit theorems for U-statistic type processes. J. Tlieoret. Probab., 7, 709-723.
    • (1994) J. Tlieoret. Probab. , vol.7 , pp. 709-723
    • Ferger, D.1
  • 17
    • 21844482766 scopus 로고
    • On the power of nonparametric change-point tests
    • Ferger, D. (1994c) On the power of nonparametric change-point tests. Metrika, 41, 277-297.
    • (1994) Metrika , vol.41 , pp. 277-297
    • Ferger, D.1
  • 18
    • 33749836388 scopus 로고
    • The joint distribution of the running maximum and its location of Z-valued Markov processes
    • Ferger, D. (1995) The joint distribution of the running maximum and its location of Z)-valued Markov processes. J. Appl. Probab., 32, 842-845.
    • (1995) J. Appl. Probab. , vol.32 , pp. 842-845
    • Ferger, D.1
  • 19
    • 27644486983 scopus 로고    scopus 로고
    • On the asymptotic behavior of change-point estimators in case of no change with applications to testing
    • Ferger, D. (1996) On the asymptotic behavior of change-point estimators in case of no change with applications to testing. Statist. Decisions, 14, 137-143.
    • (1996) Statist. Decisions , vol.14 , pp. 137-143
    • Ferger, D.1
  • 20
    • 0041992503 scopus 로고    scopus 로고
    • On the uniqueness of maximizers of Markov-Gaussian processes
    • Ferger, D. (1999) On the uniqueness of maximizers of Markov-Gaussian processes. Statist. Probab. Lett., 45, 71-77.
    • (1999) Statist. Probab. Lett. , vol.45 , pp. 71-77
    • Ferger, D.1
  • 21
    • 0041406052 scopus 로고    scopus 로고
    • Exponential and polynomial tailbounds for change-point estimators
    • Ferger, D. (2001) Exponential and polynomial tailbounds for change-point estimators. J. Statist. Plann. Inference, 92, 73-109.
    • (2001) J. Statist. Plann. Inference , vol.92 , pp. 73-109
    • Ferger, D.1
  • 22
    • 0000229555 scopus 로고
    • Convergence of change-point estimators
    • Ferger, D. and Stute, W. (1992) Convergence of change-point estimators. Stochastic Process. Appl., 42, 345-351.
    • (1992) Stochastic Process. Appl. , vol.42 , pp. 345-351
    • Ferger, D.1    Stute, W.2
  • 24
    • 0030163627 scopus 로고    scopus 로고
    • Approximations for the time of change and the power function in change-point models
    • Gombay, E. and Horvâth, L. (1996) Approximations for the time of change and the power function in change-point models. J. Statist. Plann. Inference, 52, 43-66.
    • (1996) J. Statist. Plann. Inference , vol.52 , pp. 43-66
    • Gombay, E.1    Horvâth, L.2
  • 25
    • 0010125029 scopus 로고    scopus 로고
    • Tests and estimators for the change-point problem based on A/-statistics
    • Huskovâ, M. (1996) Tests and estimators for the change-point problem based on A/-statistics. Statist. Decisions, 14, 115-136.
    • (1996) Statist. Decisions , vol.14 , pp. 115-136
    • Huskovâ, M.1
  • 26
    • 0346657754 scopus 로고
    • The analysis of change-point data with dependent errors
    • E. Carlstein, H.G. Mueller and D. Siegmund (eds), IMS Lecture Notes Monogr. Ser., Hayward, CA: Institute of Mathematical Statistics
    • Lombard, F. and Hart, J.D. (1994) The analysis of change-point data with dependent errors. In E. Carlstein, H.G. Mueller and D. Siegmund (eds), Change-point Problems, IMS Lecture Notes Monogr. Ser., Vol. 23, pp. 194-209. Hayward, CA: Institute of Mathematical Statistics.
    • (1994) Change-point Problems , vol.23 , pp. 194-209
    • Lombard, F.1    Hart, J.D.2
  • 29
    • 0011570668 scopus 로고
    • Changepoint problems and contiguous alternatives
    • Szyszkovicz, B. (1991) Changepoint problems and contiguous alternatives. Statist. Probab. Lett., 11, 299-308.
    • (1991) Statist. Probab. Lett. , vol.11 , pp. 299-308
    • Szyszkovicz, B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.