NONPARAMETRIC-ESTIMATION IN CHANGE-POINT MODELS

被引：6

作者：

HUANG, WT

CHANG, YP

机构：

[1] ACAD SINICA,INST STAT SCI,TAIPEI 115,TAIWAN

[2] NATL CENT UNIV,GRAD INST STAT,CHUNGLI,TAIWAN

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1993年 / 35卷 / 03期

关键词：

CHANGE-POINT; SMOOTH MIXTURE INTERVENTION; LEAST-SQUARES TYPE METHODS; CONSISTENCY; CONVERGENCE RATE; ASYMPTOTIC DISTRIBUTION;

D O I：

10.1016/0378-3758(93)90021-W

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider a new change-point model with some smooth mixture intervention. Some least-squares type estimators for the parameters are proposed and some large sample properties for these estimators are shown. A Monte Carlo study shows that the proposed estimators behave satisfactorily for the normal case.

引用

页码：335 / 347

页数：13

共 10 条

[1] DISTRIBUTION FUNCTION INEQUALITIES FOR MARTINGALES [J].