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Weighted Least Squares Estimators for a Change-Point

Published/Copyright: March 15, 2010
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Stochastics and Quality Control
From the journal Volume 20 Issue 2

Abstract

This article deals with estimation of the change-point in a sequence of independent random variables. It is based on a least squares process endowed with a weight function. For finite sample sizes we derive bounds of the error probability. They immediately yield rates of consistency which are known to be optimal. Our findings extend and sharpen earlier results of Antoch, Hušková and Veraverbeke (Journal of Nonparametric Statistics 5: 123-144, 1995).

Published Online: 2010-03-15
Published in Print: 2005-October

© Heldermann Verlag

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https://doi.org/10.1515/EQC.2005.255

Articles in the same Issue

  1. 2005 - The Jakob Bernoulli Year 350th Anniversary of Jakob's Birth and 300th Anniversary of Jakob's Death
  2. Six Sigma the “Breakthrough Management Strategy”?
  3. Determining the Parameters of a Multinomial Distribution: The Fiducial Approach
  4. Some Group Inspection Based Multi-Attribute Control Charts to Identify Process Deterioration
  5. On Cumulative Conforming Type of Control Charts for High Quality Processes Under Sampling Inspection
  6. Monitoring Process Mean and Process Variance Using Collani's Statistic
  7. Ratio of Logistic and Bessel Random Variables
  8. Weibull Extension of a Bivariate Exponential Regression Model
  9. Weighted Least Squares Estimators for a Change-Point
  10. A Note on the Appropriateness of Taguchi's Loss Function
  11. Acceptance Sampling Based on the Inverse Rayleigh Distribution
  12. An Alternative Simple Proof of a Result Useful in Reliability Shock Models
  13. Draft International Standard ISO/DIS 2210: Milk and Milk Products
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