Abstract
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.
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Jin, B., Dong, C., Tan, C. et al. Estimator of a change point in single index models. Sci. China Math. 57, 1701–1712 (2014). https://doi.org/10.1007/s11425-014-4820-4
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DOI: https://doi.org/10.1007/s11425-014-4820-4