Nonparametric maximum likelihood approach to multiple change-point problems

Annals of Statistics

Volumn 42, Issue 3, 2014, Pages 970-1002

  Zou, Changliang ^a   Yin, Guosheng ^a   Feng, Long ^a   Wang, Zhaojun ^a  

^a NANKAI UNIVERSITY   (China)

Author keywords

BIC; Change point estimation; Cram r von Mises statistic; Dynamic programming; Empirical distribution function; Goodness of fit test

Indexed keywords

EID: 84902489652     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/14-AOS1210     Document Type: Article

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