Journal of applied mathematics & informatics

  • 제7권2호
  • /
  • Pages.653-664
  • /
  • 2000
  • /
  • 2734-1194(pISSN)
  • /
  • 2234-8417(eISSN)
한국전산응용수학회 (The Korean Society for Computational and Applied Mathematics)
권호 표지

A NONPARAMETRIC CHANGE-POINT ESTIMATOR USING WINDOW IN MEAN CHANGE MODEL

  • Kim, Jae-Hee (Department of Statistics Duksung Women's University) ;
  • Jang, Hee-Yoon (Department of Unemployment Measures Korea Labor Welfare Corporation)
  • 발행 : 2000.05.01

⟨ 이전 논문 다음 논문 ⟩

초록

The problem of inference about the unknown change-point with a change in mean is considered. We suggest a nonparametric change-point estimator using window and prove its consistency when the errors are from the distribution with the mean zero and the common variance. a comparison study is done by simulation on the mean, the variance, and the proportion of matching the true change-points.

키워드

참고문헌

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