Cumulative sum estimator for change-point in panel data
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00362-015-0722-y.pdf
Reference20 articles.
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2. Bai J (2010) Common breaks in means and variances for panel data. J Econom 157:78–92
3. Ben Hariz S, Wylie JJ (2005) Convergence rates for estimating a change-point with long-range dependent sequences. Comptes Rendus Math 341:765–768
4. Ben Hariz S, Wylie JJ, Zhang Q (2007) Optimal rate of convergence for nonparametric change-point estimators for non-stationary sequences. Ann Stat 35:1802–1826
5. Bischoff W, Gegg A (2011) Partial sum process to check regression models with multiple correlated response: with an application for testing a change-point in profile data. J Multivar Anal 102:281–291
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