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Consistency of an estimator of the number of changes in binomial observations

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  • Serbinowska, Monika

Abstract

Assuming the observations are independent, binomial random variables, the estimator of the unknown number of changes in the parameters is proposed via Schwarz' criterion. The weak consistency of this estimator is established.

Suggested Citation

  • Serbinowska, Monika, 1996. "Consistency of an estimator of the number of changes in binomial observations," Statistics & Probability Letters, Elsevier, vol. 29(4), pages 337-344, September.
  • Handle: RePEc:eee:stapro:v:29:y:1996:i:4:p:337-344
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    References listed on IDEAS

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    1. Yao, Yi-Ching, 1988. "Estimating the number of change-points via Schwarz' criterion," Statistics & Probability Letters, Elsevier, vol. 6(3), pages 181-189, February.
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    Cited by:

    1. Gabriela Ciuperca, 2011. "Estimating nonlinear regression with and without change-points by the LAD method," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(4), pages 717-743, August.
    2. Lee, Chung-Bow, 1998. "Bayesian analysis of a change-point in exponential families with applications," Computational Statistics & Data Analysis, Elsevier, vol. 27(2), pages 195-208, April.

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