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On the Inconsistency of the Change-Point Estimator for the NE Family

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Abstract

Here, we provide a simple proof of the well-known classical result that the estimator of an unknown change-point is inconsistent. The proof utilizes only the law of large numbers in place of the usual random walk theory based arguments

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Authors and Affiliations

  1. Department of Mathematics and Program in Statistics, Washington State University, Pullman, WA, 99164, U.S.A

    Venkata K. Jandhyala

  2. Department of Management & Decision Sciences and Program in Statistics, Washington State University, Pullman, WA, 99164, U.S.A

    Stergios B. Fotopoulos

  3. School of Statistics, University of Minnesota, Minneapolis, MN, 55455, U.S.A

    Douglas M. Hawkins

Authors
  1. Venkata K. Jandhyala
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  2. Stergios B. Fotopoulos
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  3. Douglas M. Hawkins
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Correspondence to Venkata K. Jandhyala.

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Jandhyala, V.K., Fotopoulos, S.B. & Hawkins, D.M. On the Inconsistency of the Change-Point Estimator for the NE Family. Metrika 63, 309–315 (2006). https://doi.org/10.1007/s00184-005-0021-z

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  • DOI: https://doi.org/10.1007/s00184-005-0021-z

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