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
收藏
页码：335 / 347
页数：13
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