|
|||||
|
|
Estimator of a change point in single index models |
|
| Authors: | BaiSuo Jin CuiLing Dong ChangChun Tan BaiQi Miao |
| Affiliation: | 1. Department of Statistics and Finance, University of Science and Technology of China, Hefei, 230026, China 2. School of Mathematical Sciences, Xinjiang Normal University, Urumqi, 830054, China 3. School of Mathematics, Hefei University of Technology, Hefei, 230009, China |
| Abstract: | This paper considers the problem of change point in single index models. In order to obtain asymptotically valid confidence intervals for the estimation of the change point, the convergence rate and asymptotic distribution of the change point estimate is studied. Some simulation results are presented which show that the numerical performance of our estimator is satisfactory. |
| Keywords: | single index model change point convergence rate asymptotic distribution |
| 本文献已被 CNKI SpringerLink 等数据库收录！ | |