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Abstract Details

Activity Number: 173
Type: Contributed
Date/Time: Monday, July 30, 2012 : 10:30 AM to 12:20 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #306191
Title: Changepoint Estimation for Continuous Piecewise Linear Models
Author(s): Jonathan Duggins*+ and James Blum and Timur Mirzoev
Companies: Georgia Southern University and The University of North Carolina at Wilmington and Georgia Southern University
Address: 65 Georgia Ave., Statesboro, GA, 30460-8093, United States
Keywords: Changepoint ; bootstrap

Estimation of the change point, with confidence, is considered for continuous, piecewise linear models. Precision and coverage probabilities are examined for bootstrap estimators, including a review of the added value of modifications such as bias correction and acceleration. Application of the methodology to real-world problems is further discussed.

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