A semiparametric changepoint model
From MaRDI portal
Publication:3159862
DOI10.1093/biomet/91.4.849zbMath1055.62029OpenAlexW2080413358MaRDI QIDQ3159862
Publication date: 16 February 2005
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2022/24025
robustnessresamplingpowerlimit theoremexponential familyweighted distributionchangepoint empirical likelihood
Related Items (19)
Semiparametric tests for change-points with epidemic alternatives ⋮ An Empirical-Likelihood-Based Multivariate EWMA Control Scheme ⋮ Alternating Pruned Dynamic Programming for Multiple Epidemic Change-Point Estimation ⋮ Unnamed Item ⋮ Empirical likelihood approach for change-point estimation based on residuals in piecewise linear models ⋮ An Information-Based Approach to the Change-Point Problem of the Noncentral SkewtDistribution with Applications to Stock Market Data ⋮ Information Approach for the Change-Point Detection in the Skew Normal Distribution and Its Applications ⋮ Semiparametric method for identifying multiple change-points in financial market ⋮ Empirical likelihood ratio test for the change-point problem ⋮ Empirical likelihood for break detection in time series ⋮ Empirical likelihood test in a posteriori change-point nonlinear model ⋮ Likelihood procedure for testing changes in skew normal model with applications to stock returns ⋮ Empirical likelihood ratio test for a mean change point model with a linear trend followed by an abrupt change ⋮ Two non parametric methods for change-point detection in distribution ⋮ Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model ⋮ Semiparametric method for detecting multiple change points model in financial time series ⋮ Nonparametric maximum likelihood approach to multiple change-point problems ⋮ Semiparametric test for multiple change-points based on empirical likelihood ⋮ Inference for single and multiple change-points in time series
This page was built for publication: A semiparametric changepoint model
