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http://hdl.handle.net/1942/6106
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DC Field | Value | Language |
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dc.contributor.author | Antoch, J. | - |
dc.contributor.author | Husková, M. | - |
dc.contributor.author | VERAVERBEKE, Noel | - |
dc.date.accessioned | 2007-12-20T16:04:58Z | - |
dc.date.available | 2007-12-20T16:04:58Z | - |
dc.date.issued | 1995 | - |
dc.identifier.citation | Journal of nonparametric statistics, 5(2). p. 123-144 | - |
dc.identifier.uri | http://hdl.handle.net/1942/6106 | - |
dc.description.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. | - |
dc.language.iso | en | - |
dc.subject.other | Bootstrap; change-point problem; consistency; nonparametric estimation | - |
dc.title | Change-point problem and boostrap | - |
dc.type | Journal Contribution | - |
dc.identifier.epage | 144 | - |
dc.identifier.issue | 2 | - |
dc.identifier.spage | 123 | - |
dc.identifier.volume | 5 | - |
dc.bibliographicCitation.oldjcat | - | |
dc.identifier.doi | 10.1080/10485259508832639 | - |
item.fulltext | No Fulltext | - |
item.contributor | Antoch, J. | - |
item.contributor | Husková, M. | - |
item.contributor | VERAVERBEKE, Noel | - |
item.fullcitation | Antoch, J.; Husková, M. & VERAVERBEKE, Noel (1995) Change-point problem and boostrap. In: Journal of nonparametric statistics, 5(2). p. 123-144. | - |
item.accessRights | Closed Access | - |
Appears in Collections: | Research publications |
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