D
D. V. Hinkley
Researcher at Stanford University
Publications - 13
Citations - 1920
D. V. Hinkley is an academic researcher from Stanford University. The author has contributed to research in topics: Sampling distribution & Asymptotic distribution. The author has an hindex of 8, co-authored 13 publications receiving 1842 citations.
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Inference about the change-point in a sequence of binomial variables
TL;DR: In this paper, the problem of making inference about the point in a sequence of zero-one variables at which the binomial parameter changes is discussed, and the asymptotic distribution of the maximum likelihood estimate of the change-point is derived in computable form using random walk results.
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Inference about the change-point from cumulative sum tests
TL;DR: In this paper, the authors examined a secondary aspect, where the departure from initial conditions has taken place in a sequence of normal random variables, where initially the mean and the variance o2 were known.
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Inference in Two-Phase Regression
TL;DR: In this paper, a procedure for obtaining maximum likelihood estimates and likelihood confidence regions in the intersecting two-phase linear regression model is presented, illustrated on a small set of data, and the distributional properties are examined empirically.
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Time series models : in econometrics, finance and other fields
Abstract: Statistical Aspects of ARCH and Scholastic Volatility Likelihood-Based Inference for Cointegration of Some Non-Stationary Time Series Forecasting in Macroeconomics Longitudinal Panel Data: An Overview of Current Methodology
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Time-ordered classification
TL;DR: In this paper, a classification for the special situation where observations after a certain time no longer come from the initial population is considered, and the discussion focuses on inference about that time, often called the change-point.