|
Activity Number:
|
93
|
|
Type:
|
Invited
|
|
Date/Time:
|
Monday, August 3, 2009 : 8:30 AM to 10:20 AM
|
|
Sponsor:
|
IMS
|
| Abstract - #302989 |
|
Title:
|
Asymptotics of Change-Point--Type Parameter Estimates Under a Changing Sequence of Sampling Distributions
|
|
Author(s):
|
Rui Song*+ and Moulinath Banerjee and Michael Kosorok
|
|
Companies:
|
Colorado State University and University of Michigan and The University of North Carolina at Chapel Hill
|
|
Address:
|
, , ,
|
|
Keywords:
|
|
|
Abstract:
|
In this talk we consider an intermediate approach to investigating the convergence rates when the true underline distribution is changing with n. Examples include nonparametric regression with a split-point limit, gradual change with an abrupt change limit, and change-points with a hinge-point limit, when models change with n. For these three change-point related problems, the proposed intermediate rate theorem is applied and their corresponding systematic intermediate rates and the rescaled weak convergence are established.
|
- The address information is for the authors that have a + after their name.
- Authors who are presenting talks have a * after their name.
Back to the full JSM 2009 program |
