Communications for Statistical Applications and Methods

  • 제6권2호
  • /
  • Pages.467-478
  • /
  • 1999
  • /
  • 2287-7843(pISSN)
  • /
  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

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)
  • 발행 : 1999.08.01
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초록

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.

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참고문헌

  1. 비모수통계학개론 송문섭;박창순
  2. IMS lecture notes Some aspects of change-point analysis Bhattacharya, P.K.
  3. Annals of Statistics v.16 Nonparametric change-point estimation Carlstein, E.
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  5. Communications in statistics v.15 no.3 A simple least squares method for estimating a change in mean Hawkins, D.L.
  6. Biometrika v.57 Inference about the change-point in a sequence of random-variables Hinkley, D.V.
  7. IMS Lecture Notes-Monograph Series v.23 The analysis of change-point data with dependent errors Lombard, F.;Hart, J.D.
  8. Communications in Statistics v.19 no.2 Comparisons of change-point estimators Scariano, S.M.;Watkins, T.A.
  9. Communications in statistics-Theory and Methods v.11 no.13 A nonparametric test for detecting changes in location Schechtman, E.
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