This paper considers the problem of change point in single index models.In order to obtain asymptotically valid confidence intervals for the estimation of the change point,the convergence rate and asymptotic distribut...This paper considers the problem of change point in single index models.In order to obtain asymptotically valid confidence intervals for the estimation of the change point,the convergence rate and asymptotic distribution of the change point estimate is studied.Some simulation results are presented which show that the numerical performance of our estimator is satisfactory.展开更多
基金supported by National Natural Science Foundation for Young Scientists of China(Grant Nos.11101397,11201108)the Humanities and Social Sciences Project from Ministry of Education of China(Grant No.12YJC910007)+1 种基金Anhui Provincial Natural Science Foundation(Grant No.1208085QA12)the National Statistical Research Plan Project(Grant No.2012LZ009)
文摘This paper considers the problem of change point in single index models.In order to obtain asymptotically valid confidence intervals for the estimation of the change point,the convergence rate and asymptotic distribution of the change point estimate is studied.Some simulation results are presented which show that the numerical performance of our estimator is satisfactory.
