To construct confidence interval, the limiting distribution of change-pointestimator is obtained.
为构造变点的置信区间给出了变点的极限分布。
2
Methods We introduce M estimator and LTS estimator, with breakdown point to discuss their robustness. Also, we compare two simulated data as demonstration.
方法介绍了M估计与LTS估计,引入失效点的概念以讨论其稳健性尺度,并对两个模拟数据进行了分析比较。
3
As its practice, the stationary point likelihood estimator of the present model is derived.