摘要
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.
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.
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)
Anhui Provincial Natural Science Foundation(Grant No.1208085QA12)
the National Statistical Research Plan Project(Grant No.2012LZ009)
