Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model

DOI10.1080/03610920802040373MaRDI QIDQ3532745zbMATH OpenOpenAlexFDO

Authors Yukun Liu, Changliang Zou, Runchu Zhang

Publication date 28 October 2008

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920802040373

zbMATH Keywords

maximum empirical likelihood estimatornonparametricrobustness

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Linear regression; mixed models (62J05)

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Cites work

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• Empirical likelihood ratio confidence regions
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
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• The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
• The likelihood ratio test for a change-point in simple linear regression

Cited in

(29)

• Likelihood ratio and cumulative sum tests for a change-point in linear regression
• Detecting change point in linear regression using jackknife empirical likelihood
• Empirical likelihood for change point detection in autoregressive models
• Empirical likelihood confidence regions for the parameters of a two phases nonlinear model with and without missing response data
• Robust mean change-point detecting through Laplace linear regression using EM algorithm
• Nonparametric and parametric methods for change-point detection in parametric models
• Testing structural changes in panel data with small fixed panel size and bootstrap
• Asymptotic inferences for an AR(1) model with a change point and possibly infinite variance
• Adaptive LASSO model selection in a multiphase quantile regression
• Empirical likelihood test for high-dimensional two-sample model
• A semiparametric changepoint model
• Change point testing in logistic regression model based on empirical likelihood method
• On empirical likelihood inference of a change-point
• Empirical likelihood for break detection in time series
• Two tests for sequential detection of a change-point in a nonlinear model
• Empirical likelihood test for the application of SWQMELE in fitting an ARMA-GARCH model
• Empirical likelihood approach for change-point estimation based on residuals in piecewise linear models
• A control chart for variance based on squared ranks
• Empirical likelihood ratio test for a mean change point model with a linear trend followed by an abrupt change
• An empirical-likelihood-based multivariate EWMA control scheme
• Changepoint estimation in a segmented linear regression via empirical likelihood
• Guaranteed Local Maximum Likelihood Detection of a Change Point in Nonparametric Logistic Regression
• Detecting changes in the functional linear regression model
• Robust change point detection for high-dimensional linear models with tolerance for outliers and heavy tails
• Empirical likelihood change point detection in quantile regression models
• Change point test for the joint mean and variance model based on the modified information criterion
• Empirical likelihood ratio test for the change-point problem
• Empirical likelihood test in a posteriori change-point nonlinear model
• A change-point problem in relative error-based regression

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