{"paper":{"title":"Change-point in stochastic design regression and the bootstrap","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.ME","stat.TH"],"primary_cat":"math.ST","authors_text":"Bodhisattva Sen, Emilio Seijo","submitted_at":"2011-01-05T17:17:36Z","abstract_excerpt":"In this paper we study the consistency of different bootstrap procedures for constructing confidence intervals (CIs) for the unique jump discontinuity (change-point) in an otherwise smooth regression function in a stochastic design setting. This problem exhibits nonstandard asymptotics and we argue that the standard bootstrap procedures in regression fail to provide valid confidence intervals for the change-point. We propose a version of smoothed bootstrap, illustrate its remarkable finite sample performance in our simulation study, and prove the consistency of the procedure. The $m$ out of $n"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1101.1032","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}