On the inconsistency of the change-point estimator for the NE family

Venkata K. Jandhyala; Stergios B. Fotopoulos; Douglas M. Hawkins

doi:10.1007/s00184-005-0021-z

On the inconsistency of the change-point estimator for the NE family

Venkata K. Jandhyala, Stergios B. Fotopoulos, Douglas M. Hawkins

Statistics (Twin Cities)

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

Here, we provide a simple proof of the well-known classical result that the estimator of an unknown change-point is inconsistent. The proof utilizes only the law of large numbers in place of the usual random walk theory based arguments.

Original language	English (US)
Pages (from-to)	309-315
Number of pages	7
Journal	Metrika
Volume	63
Issue number	3
DOIs	https://doi.org/10.1007/s00184-005-0021-z
State	Published - Jun 2006

Keywords

Change-point
Inconsistency
Natural exponential family
Schwarz information criterion

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abstract = "Here, we provide a simple proof of the well-known classical result that the estimator of an unknown change-point is inconsistent. The proof utilizes only the law of large numbers in place of the usual random walk theory based arguments.",

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AU - Jandhyala, Venkata K.

AU - Fotopoulos, Stergios B.

AU - Hawkins, Douglas M.

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KW - Natural exponential family

KW - Schwarz information criterion

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On the inconsistency of the change-point estimator for the NE family

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Keywords

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