(Received October 12, 1991; revised April 20, 1992)
Abstract. This paper concerns the asymptotic validity of the bootstrap method in a non-regular model. Specifically, it is shown that the parametric bootstrap of the change-point parameter in the change-point hazard rate model works.
Key words and phrases: Change-point, consistency of bootstrap method, parametric bootstrapping.
Source ( TeX , DVI , PS )