An Estimate of a Change Point in Variance of Measurement Errors and Its Convergence Rate

C. Dong, B. Miao, C. Tan, D. Wei and Y. Wu

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 4, 790-797

Abstract: In this article, an estimate of a change point in variance of measurement errors (ME) is given in terms of characteristic functions when the variances are known. Its modification is also given for the case that the variances are unknown. In addition, the consistency and convergence rates of the estimator and its modification are investigated. The simulation study shows that the proposed estimators perform well.

Date: 2015
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DOI: 10.1080/03610926.2012.762395

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