Empirical likelihood ratio test for a mean change point model with a linear trend followed by an abrupt change
From MaRDI portal
Publication:5127009
DOI10.1080/02664763.2011.628647OpenAlexW2102153254MaRDI QIDQ5127009
Publication date: 21 October 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2011.628647
Related Items (3)
Empirical likelihood for change point detection in autoregressive models ⋮ Modified information criterion for detecting changes in skew slash distribution ⋮ Change point detection in linear failure rate distribution under random censorship
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Empirical likelihood ratio confidence regions
- Empirical likelihood ratio test for the change-point problem
- Detecting shifts in functions of multivariate location and covariance parameters
- On tests for detecting change in mean
- A semiparametric changepoint model
- A test for a change in a parameter occurring at an unknown point
- Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model
- Change Point Analysis for Generalized Lambda Distribution
- Empirical likelihood ratio confidence intervals for a single functional
- The likelihood ratio test for a change-point in simple linear regression
- Tests for change-points with epidemic alternatives
- On Detecting Changes in the Mean of Normal Variates
- Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
- CONTINUOUS INSPECTION SCHEMES
This page was built for publication: Empirical likelihood ratio test for a mean change point model with a linear trend followed by an abrupt change