Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Change-point Estimators Using Rank Average in Location Change Model

  • Kim, Jeahee (Assistant Professor, Department of Statistics, Duksung Women's University) ;
  • Jang, Heeyoon (Master in Statistics, Department of Statistics, Duksung Women's University)
  • Published : 1999.08.01
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Abstract

This paper deals with the problem of change-point estimation where there is one level change in location with iid errors. A change-point estimator using rank average is proposed with the proof of its consistency. A comparison study of various change-point estimators is done by simulation on the mean the proportion and the variance when the errors are from the normal and the double exponential distributions.

Keywords

References

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