Nonparametric estimation in a two change-point model

B. Boukai and H. Zhou

Journal of Nonparametric Statistics, 1997, vol. 8, issue 3, 275-292

Abstract: In this paper we consider a change-point model which consists of two change points and a transition period in between. A nonparametric estimation procedure for the two unknown change points is proposed, based on the weighted Kolmogorov-Smirnov norm. The strong consistency of the resulting estimates is shown along with rate of convergence. Detailed technical proofs for the main results are given as well as results of a simulation study. The estimation procedure is exemplified on the well-known Coal-Mining data.

Date: 1997
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/10485259708832725 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:gnstxx:v:8:y:1997:i:3:p:275-292

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/GNST20

DOI: 10.1080/10485259708832725

Access Statistics for this article

Journal of Nonparametric Statistics is currently edited by Jun Shao

More articles in Journal of Nonparametric Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().