Empirical likelihood ratio test for the change-point problem
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Cites work
- scientific article; zbMATH DE number 1688529 (Why is no real title available?)
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- scientific article; zbMATH DE number 1485432 (Why is no real title available?)
- A Non-Parametric Approach to the Change-Point Problem
- A semiparametric changepoint model
- An application of the maximum likelihood test to the change-point problem
- Confidence regions and tests for a change-point in a sequence of exponential family random variables
- Empirical likelihood
- Empirical likelihood based hypothesis testing
- Empirical likelihood ratio confidence regions
- Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
- Nonparametric change-point estimation
- On tests for detecting change in mean
- On the asymptotic behavior of a class of nonparametric tests for a change-point problem
- Testing a Sequence of Observations for a Shift in Location
- Testing and Locating Variance Changepoints with Application to Stock Prices
- The asymptotic behavior of some nonparametric change-point estimators
- The problem of the Nile: Conditional solution to a changepoint problem
- Two-sample empirical likelihood method
Cited in
(38)- Modified information criterion for detecting changes in skew slash distribution
- Likelihood ratio test for change in persistence
- Information approach for the change-point detection in the skew normal distribution and its applications
- Comments on: ``Extensions of some classical methods in change point analysis
- scientific article; zbMATH DE number 7403680 (Why is no real title available?)
- Empirical likelihood for break detection in time series
- A semiparametric changepoint model
- Semiparametric test for multiple change-points based on empirical likelihood
- Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model
- Changepoint estimation in a segmented linear regression via empirical likelihood
- Jackknife empirical likelihood test for changes in mean and variance
- Empirical likelihood ratio test for a mean change point model with a linear trend followed by an abrupt change
- Change-point detection in autoregressive models with no moment assumptions
- Change point detection in linear failure rate distribution under random censorship
- An empirical-likelihood-based multivariate EWMA control scheme
- Likelihood ratio test change-point detection in the skew slash distribution
- Empirical likelihood confidence regions for the parameters of a two phases nonlinear model with and without missing response data
- Empirical likelihood approach for change-point estimation based on residuals in piecewise linear models
- Change point testing in logistic regression model based on empirical likelihood method
- Likelihood procedure for testing changes in skew normal model with applications to stock returns
- Multivariate Kendall's tau for change-point detection in copulas
- On empirical likelihood inference of a change-point
- Empirical likelihood for change point detection in autoregressive models
- Empirical likelihood test for high-dimensional two-sample model
- A control chart for variance based on squared ranks
- Empirical likelihood based hypothesis testing
- Detecting change point in linear regression using jackknife empirical likelihood
- scientific article; zbMATH DE number 7365917 (Why is no real title available?)
- Likelihood ratio test for a piecewise continuous Weibull model with an unknown change point
- Empirical likelihood test in a posteriori change-point nonlinear model
- Two non parametric methods for change-point detection in distribution
- An empirical likelihood-based CUSUM for on-line model change detection
- Density-based empirical likelihood ratio change point detection policies
- Nonparametric maximum likelihood approach to multiple change-point problems
- Inference for single and multiple change-points in time series
- Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series
- Single change-point detection methods for small lifetime samples
- Rank-based multiple change-point detection
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