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Original Articles

Comparisons of changepoint estimators

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Pages 619-636 | Received 01 Sep 1989, Published online: 24 Oct 2007
 

Abstract

Statistical comparisons of several nonparametric changepoint estimators which are currently offered in the literature are undertaken. The criteria for comparison are Pitman nearness, probability concentration and mean squared error. Recommendations for small, moderate and large sample cases are given.

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