Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Comparison of Change-point Estimators with Scores

  • 김재희 (덕성여자대학교 통계학과) ;
  • 서현주 (덕성여자대학교 통계학과)
  • Published : 2002.04.30
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Abstract

We consider the problem of estimating the change-point in mean change model with the one change-point. Lombard (1987) suggested change-point estimation based on score functions. Gombay and Huskova (1998) derived a class of change-point estimators with the score function of rank. Various change-point estimators with the log score functions of ranks are suggested and compared via simulation.

Keywords

References

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