Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/6106
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dc.contributor.authorAntoch, J.-
dc.contributor.authorHusková, M.-
dc.contributor.authorVERAVERBEKE, Noel-
dc.date.accessioned2007-12-20T16:04:58Z-
dc.date.available2007-12-20T16:04:58Z-
dc.date.issued1995-
dc.identifier.citationJournal of nonparametric statistics, 5(2). p. 123-144-
dc.identifier.urihttp://hdl.handle.net/1942/6106-
dc.description.abstractWe 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.isoen-
dc.subject.otherBootstrap; change-point problem; consistency; nonparametric estimation-
dc.titleChange-point problem and boostrap-
dc.typeJournal Contribution-
dc.identifier.epage144-
dc.identifier.issue2-
dc.identifier.spage123-
dc.identifier.volume5-
dc.bibliographicCitation.oldjcat-
dc.identifier.doi10.1080/10485259508832639-
item.fulltextNo Fulltext-
item.contributorAntoch, J.-
item.contributorHusková, M.-
item.contributorVERAVERBEKE, Noel-
item.fullcitationAntoch, J.; Husková, M. & VERAVERBEKE, Noel (1995) Change-point problem and boostrap. In: Journal of nonparametric statistics, 5(2). p. 123-144.-
item.accessRightsClosed Access-
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