Estimating a Changed Segment in a Sample

• Autores: Alfredas Rackauskas, Charles Suquet
• Localización: Acta applicandae mathematicae, ISSN 0167-8019, Vol. 97, Nº. 1-3, 2007, págs. 189-210
• Idioma: inglés
• DOI: 10.1007/s10440-007-9126-x
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• Resumen

  • In the paper we consider a changed segment model for sample distributions. We generalize Dümbgen¿s [Ann. Stat. 19(3), 1471¿1495, 1991] change point estimator and obtain optimal rates of convergence of estimators of the beginning and the length of the changed segment.