- Change-point Estimation based on Log Scores
- Change-point Estimation based on Log Scores
- ㆍ 저자명
- Kim. Jaehee,Seo. Hyunjoo
- ㆍ 간행물명
- 한국통계학회 논문집
- ㆍ 권/호정보
- 2002년|9권 1호|pp.75-86 (12 pages)
- ㆍ 발행정보
- 한국통계학회
- ㆍ 파일정보
- 정기간행물|ENG| PDF텍스트
- ㆍ 주제분야
- 기타
We consider the problem of estimating the change-point in mean change model with one change-point. Gombay and Huskova(1998) derived a class of change-point estimators with the score function of rank. A change-point estimator with the log score function of rank is suggested and is shown to be involved in the class of Gombay and Huskova(1988). The simulation results show that the proposed estimator has smaller rose, larger proportion of matching the true change-point than the other estimators considered in the experiment when the change-point occurs in the middle of the sample.