Ferger, Dietmar; Stute, Winfried - In: Stochastic Processes and their Applications 42 (1992) 2, pp. 345-351
Let Xn1, ..., Xnn be an array of independent random vectors such that Xn1, ..., Xn[n[theta]] have distribution function F, and Xn[n[theta]]+1, ..., Xnn have distribution function G with F [not equal to] G. In this paper we propose an estimator [theta]n of the changepoint [theta] and show that...
