Abstract This article deals with estimation of the change-point in a sequence of independent random variables. It is based on a least squares process endowed with a weight function. For finite sample sizes we derive bounds of the error probability. They immediately yield rates of consistency...

Abstract. The crossing point of two different distribution functions may be of interest for different reasons. The comparison of two different production processes with respect to failures may be one field of application, since the point of intersection of the corresponding distribution...