An algorithm for computing nonparametric estimators of change‐points
作者:
Stephen M. Scariano,
Terry A. Watkins,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1988)
卷期:
Volume 17,
issue 4
页码: 1511-1532
ISSN:0361-0918
年代: 1988
DOI:10.1080/03610918808812739
出版商: Marcel Dekker, Inc.
关键词: least‐squares estimation;slope estimation;area estimation;trend;process control
数据来源: Taylor
摘要:
An efficient FORTRAN subroutine for computing three nonparametric point estimators of change-points is offered. Estimates computed from the subroutine are obtained for two classical data sets
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