| Title:
|
Estimators in the location model with gradual changes (English) |
| Author:
|
Hušková, M. |
| Language:
|
English |
| Journal:
|
Commentationes Mathematicae Universitatis Carolinae |
| ISSN:
|
0010-2628 (print) |
| ISSN:
|
1213-7243 (online) |
| Volume:
|
39 |
| Issue:
|
1 |
| Year:
|
1998 |
| Pages:
|
147-157 |
| . |
| Category:
|
math |
| . |
| Summary:
|
A number of papers has been published on the estimation problem in location models with abrupt changes (e.g., Cs" org\H o and Horváth (1996)). In the present paper we focus on estimators in location models with gradual changes. Estimators of the parameters are proposed and studied. It appears that the limit behavior (both the rate of consistency and limit distribution) of the estimators of the change point in location models with abrupt changes and gradual changes differ substantially. (English) |
| Keyword:
|
gradual changes in location model |
| Keyword:
|
estimators |
| Keyword:
|
confidence regions |
| MSC:
|
60F17 |
| MSC:
|
62E20 |
| MSC:
|
62F10 |
| MSC:
|
62F12 |
| MSC:
|
62G05 |
| MSC:
|
62G20 |
| idZBL:
|
Zbl 0953.62020 |
| idMR:
|
MR1623002 |
| . |
| Date available:
|
2009-01-08T18:39:40Z |
| Last updated:
|
2012-04-30 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/118993 |
| . |
| Reference:
|
Antoch J., Hušková M., Veraverbeke N.: Change-point estimators and bootstrap.J. Nonparam. Statist. 5 (1995), 123-144. MR 1346891 |
| Reference:
|
Chow Y.S., Teicher H.: Probability Theory.Springer Verlag New York (1987). |
| Reference:
|
Csörgö M., Horváth L.: Limit theorems in change point analysis.Wiley New York (1997). MR 2743035 |
| Reference:
|
Feder P.I.: On asymptotic distribution theory in segmented regression problems.Ann. Statist. 3 (1975), 49-83. Zbl 0324.62014, MR 0378267 |
| Reference:
|
Hinkley D.: Inference in two-phase regression.J. Amer. Statist. Assoc. 66 (1971), 736-743. Zbl 0226.62068 |
| Reference:
|
Jarušková D.: Testing appearance of linear trend.submitted, 1996. |
| Reference:
|
Ratkowski D.A.: Nonlinear Regression Models.Marcel Dekker New York (1983). |
| Reference:
|
Seber G.A.F. and Wild C.J.: Nonlinear Regression.Wiley New York (1988). MR 0986070 |
| Reference:
|
Siegmund D., Zhang H.: Confidence region in broken line regression.Change-point problems IMS Lecture Notes - Monograph Series 23 (1994), 292-316. MR 1477932 |
| . |
