Semiparametric test for multiple change-points based on empirical likelihood

DOI10.1080/03610926.2015.1066815MaRDI QIDQ4976235zbMATH OpenOpenAlexFDO

Authors Shuxia Zhang, Gejun Bao, Boping Tian, Yijun Li

Publication date 27 July 2017

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

Full work available at URL https://doi.org/10.1080/03610926.2015.1066815

zbMATH Keywords

change-point modelempirical likelihoodlimit theoremsemiparametric

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

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Cites work

• A goodness-of-fit test for logistic regression models based on case-control data
• A semiparametric changepoint model
• Developing a new BIC for detecting change-points
• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
• Information, no-arbitrage and completeness for asset price models with a change point
• Rank tests for changepoint problems
• Semiparametric sequential testing for multiple change points in piecewise constant hazard functions with long-term survivors
• Semiparametric tests for change-points with epidemic alternatives
• The asymptotic behavior of some nonparametric change-point estimators

Cited in

(3)

• An empirical-characteristic-function-based change-point test for detection of multiple distributional changes
• A semiparametric changepoint model
• scientific article; zbMATH DE number 7403680 (Why is no real title available?)

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