Document Server@UHasselt >
Research publications >
Please use this identifier to cite or link to this item:
|Title: ||Change-point problem and boostrap|
|Authors: ||Antoch, J.|
|Issue Date: ||1995|
|Citation: ||Journal of nonparametric statistics, 5(2). p. 123-144|
|Abstract: ||We consider a class of simple estimators of the change-point m in a sequence of n independent random variables X1,Xn satisfying E(Xi) = 0 for i = 1,,m and E(Xi) = 0+n for i = m +1,n. (0 and n are unknown). We obtain rates of consistency for the estimator, derive its limiting distribution and show that the bootstrap approximation is asymptotically valid. The results are illustrated by some simulations.|
|Type: ||Journal Contribution|
|Appears in Collections: ||Research publications|
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.