Electronic Resource
Springer
Annals of the Institute of Statistical Mathematics
45 (1993), S. 331-340
ISSN:
1572-9052
Keywords:
Change-point
;
consistency of bootstrap method
;
parametric bootstrapping
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract This paper concerns the asymptotic validity of the bootstrap method in a non-regular model. Specifically, it is shown that the parametric bootstrap of the change-point parameter in the change-point hazard rate model works.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00775818
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