메뉴 건너뛰기




Volumn 14, Issue 2, 1996, Pages 137-144

On the asymptotic behavior of change-point estimators in case of no change with applications to testing

Author keywords

bootstrap test; change point estimation; minimizer of the Brownian Bridge

Indexed keywords


EID: 27644486983     PISSN: 21931402     EISSN: 21967040     Source Type: Journal    
DOI: 10.1524/strm.1996.14.2.137     Document Type: Article
Times cited : (4)

References (20)
  • 1
    • 0842277597 scopus 로고
    • Some M-tests for detection of a change in linear models
    • HuŠková, M. and Mandl, P., eds.
    • Antoch, J. and HuŠková, M.: Some M-tests for detection of a change in linear models. Proceedings of the 4th Prague Symposium on Asymptotic Statistics (HuŠková, M. and Mandl, P., eds.). Charles University Press, Praha, 123-136, 1989.
    • (1989) Proceedings of the 4th Prague Symposium on Asymptotic Statistics , vol.123 , Issue.136
    • Antoch, J.1    HuŠková, M.2
  • 3
    • 0003295009 scopus 로고
    • Procedures for detection of multiple changes in series of independent observations
    • HuŠková, M. and Mandl, P., eds.
    • Antoch, J. and HuŠková, M.: Procedures for detection of multiple changes in series of independent observations. Proceedings of the 5th Prage Symposium on Asymptotic Statistics (HuŠková, M. and Mandl, P., eds.)- Physica Verlag, 3-20, 1994.
    • (1994) Proceedings of the 5th Prage Symposium on Asymptotic Statistics , vol.3 , Issue.20
    • Antoch, J.1    HuŠková, M.2
  • 4
    • 0002323074 scopus 로고
    • The minimum of an additive process with applications to signal estimation and storage theory
    • Bhattacharya, P.K., Brockwell, P.J.: The minimum of an additive process with applications to signal estimation and storage theory. Z. Wahrscheinlichkeitstheorie verw. Gebiete 37, 51-75, 1976.
    • (1976) Z. Wahrscheinlichkeitstheorie verw. Gebiete , vol.37 , pp. 51-75
    • Bhattacharya, P.K.1    Brockwell, P.J.2
  • 5
    • 0000233570 scopus 로고
    • Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case
    • Bhattacharya, P.K.: Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case. J. Multivariate Anal. 23, 183-208, 1987.
    • (1987) J. Multivariate Anal. , vol.23 , pp. 183-208
    • Bhattacharya, P.K.1
  • 7
    • 0001235246 scopus 로고
    • Nonparametric changepoint estimation
    • Carlstein, E.: Nonparametric changepoint estimation. Ann. Statist. 16, 188-197, 1988.
    • (1988) Ann. Statist. , vol.16 , pp. 188-197
    • Carlstein, E.1
  • 8
    • 0017875638 scopus 로고
    • The problem of the Nile: conditional solution to a changepoint problem
    • Cobb, G.W.: The problem of the Nile: conditional solution to a changepoint problem. Biometrika 62, 243-253, 1978.
    • (1978) Biometrika , vol.62 , pp. 243-253
    • Cobb, G.W.1
  • 10
    • 0001288627 scopus 로고
    • A nonparametric method for the posteriori detection of the “disorder” time of a sequence of independent random variables
    • Darkhovskh, B.S.: A nonparametric method for the posteriori detection of the “disorder” time of a sequence of independent random variables. Theory of Probab. Appl. 21, 178183, 1976.
    • (1976) Theory of Probab. Appl. , vol.21 , pp. 178183
    • Darkhovskh, B.S.1
  • 11
    • 0001634361 scopus 로고
    • The asymptotic behavior of some nonparametric change-point estimators
    • Dmbgen, L.: The asymptotic behavior of some nonparametric change-point estimators. Ann. Statist. 19, 1471-1495, 1991.
    • (1991) Ann. Statist. , vol.19 , pp. 1471-1495
    • Dmbgen, L.1
  • 12
    • 0007035779 scopus 로고
    • Asymptotic distribution theory of change-point estimators and confidence intervals based on bootstrap approximations
    • Ferger, D.: Asymptotic distribution theory of change-point estimators and confidence intervals based on bootstrap approximations. Mathematical Methods of Statistics 3, 362378, 1994a.
    • (1994) Mathematical Methods of Statistics , vol.3 , pp. 362378
    • Ferger, D.1
  • 13
    • 0000049965 scopus 로고
    • An extension of the CsörgöS-Horuáth functional limit theorem and its applications to changepoint problems
    • Ferger, D.: An extension of the CsörgöS-Horuáth functional limit theorem and its applications to changepoint problems. J. Multivariate Anal. 51, 338-351, 1994b.
    • (1994) J. Multivariate Anal. , vol.51 , pp. 338-351
    • Ferger, D.1
  • 14
    • 0000229555 scopus 로고
    • Convergence of changepoint estimators
    • Ferger, D., Stute, W.: Convergence of changepoint estimators. Stochastic Process. Appl. 42, 345-351, 1992.
    • (1992) Stochastic Process. Appl. , vol.42 , pp. 345-351
    • Ferger, D.1    Stute, W.2
  • 15
    • 77956887957 scopus 로고
    • Inference about the changepoint in a sequence of random variables
    • Hinkley, D.V.: Inference about the changepoint in a sequence of random variables. Biometrika 57, 1-17, 1970.
    • (1970) Biometrika , vol.57 , pp. 1-17
    • Hinkley, D.V.1
  • 16
    • 0040012782 scopus 로고
    • Tests for change points based on recursive U-statistics
    • Sen, P.K.: Tests for change points based on recursive U-statistics. Sequential Analysis 1, 263-284, 1983.
    • (1983) Sequential Analysis , vol.1 , pp. 263-284
    • Sen, P.K.1
  • 18
    • 0001793095 scopus 로고
    • Confidence sets in changepoint problems
    • Siegmund, D.: Confidence sets in changepoint problems. Internat. Statist. Rev. 56, 3148, 1988.
    • (1988) Internat. Statist. Rev. , vol.56 , pp. 3148
    • Siegmund, D.1
  • 19
    • 0041165850 scopus 로고
    • Weak convergence of measures on separable metric spaces
    • Varadarajan, V.S.: Weak convergence of measures on separable metric spaces. Sankhya 19, 15-22, 1958.
    • (1958) Sankhya , vol.19 , pp. 15-22
    • Varadarajan, V.S.1
  • 20
    • 77956887062 scopus 로고
    • Confidence regions and tests for a changepoint in a sequence of exponential family random variables
    • Worsley, K.J.: Confidence regions and tests for a changepoint in a sequence of exponential family random variables. Biometrika 73, 91-104, 1986.
    • (1986) Biometrika , vol.73 , pp. 91-104
    • Worsley, K.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.