Empirical likelihood ratio test for the change-point problem

DOI10.1016/J.SPL.2006.08.003zbMATH Open1108.62045OpenAlexW2025913337MaRDI QIDQ876978FDOQ876978

Changliang Zou, Peng Qin, Zhaojun Wang, Yukun Liu

Publication date: 19 April 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.08.003

zbMATH Keywords

robustnessempirical likelihoodchange-pointmaximum empirical likelihood estimator

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Empirical likelihood ratio confidence regions
• Nonparametric change-point estimation
• Empirical likelihood
• Testing and Locating Variance Changepoints with Application to Stock Prices
• A Non-Parametric Approach to the Change-Point Problem
• The problem of the Nile: Conditional solution to a changepoint problem
• The asymptotic behavior of some nonparametric change-point estimators
• Two-sample empirical likelihood method
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Testing a Sequence of Observations for a Shift in Location
• Empirical likelihood based hypothesis testing
• On tests for detecting change in mean
• A semiparametric changepoint model
• An application of the maximum likelihood test to the change-point problem
• On the asymptotic behavior of a class of nonparametric tests for a change-point problem

Cited In (27)

• Title not available (Why is that?)
• Empirical likelihood for break detection in time series
• Empirical likelihood confidence regions for the parameters of a two phases nonlinear model with and without missing response data
• An Empirical-Likelihood-Based Multivariate EWMA Control Scheme
• Empirical likelihood for change point detection in autoregressive models
• Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model
• Information Approach for the Change-Point Detection in the Skew Normal Distribution and Its Applications
• Likelihood procedure for testing changes in skew normal model with applications to stock returns
• Nonparametric maximum likelihood approach to multiple change-point problems
• Likelihood ratio test for a piecewise continuous Weibull model with an unknown change point
• Likelihood ratio test for change in persistence
• Single change-point detection methods for small lifetime samples
• Two non parametric methods for change-point detection in distribution
• Title not available (Why is that?)
• Multivariate Kendall's tau for change-point detection in copulas
• Comments on: ``Extensions of some classical methods in change point analysis
• Inference for single and multiple change-points in time series
• Empirical likelihood approach for change-point estimation based on residuals in piecewise linear models
• Empirical likelihood test in a posteriori change-point nonlinear model
• Likelihood ratio test change-point detection in the skew slash distribution
• Modified information criterion for detecting changes in skew slash distribution
• Rank-based multiple change-point detection
• Change point detection in linear failure rate distribution under random censorship
• Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series
• Empirical likelihood ratio test for a mean change point model with a linear trend followed by an abrupt change
• On empirical likelihood inference of a change-point
• A control chart for variance based on squared ranks

This page was built for publication: Empirical likelihood ratio test for the change-point problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q876978)