Empirical likelihood ratio test for the change-point problem
From MaRDI portal
Publication:876978
DOI10.1016/j.spl.2006.08.003zbMath1108.62045OpenAlexW2025913337MaRDI QIDQ876978
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
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)
Related Items (22)
Likelihood ratio test change-point detection in the skew slash distribution ⋮ Empirical likelihood for change point detection in autoregressive models ⋮ Single change-point detection methods for small lifetime samples ⋮ An Empirical-Likelihood-Based Multivariate EWMA Control Scheme ⋮ Rank-based multiple change-point detection ⋮ Empirical likelihood approach for change-point estimation based on residuals in piecewise linear models ⋮ Information Approach for the Change-Point Detection in the Skew Normal Distribution and Its Applications ⋮ On empirical likelihood inference of a change-point ⋮ Empirical likelihood for break detection in time series ⋮ Empirical likelihood test in a posteriori change-point nonlinear model ⋮ Modified information criterion for detecting changes in skew slash distribution ⋮ A control chart for variance based on squared ranks ⋮ 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 ⋮ 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 ⋮ Nonparametric maximum likelihood approach to multiple change-point problems ⋮ Empirical likelihood confidence regions for the parameters of a two phases nonlinear model with and without missing response data ⋮ Multivariate Kendall's tau for change-point detection in copulas ⋮ Inference for single and multiple change-points in time series ⋮ Comments on: ``Extensions of some classical methods in change point analysis
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A Non-Parametric Approach to the Change-Point Problem
- Empirical likelihood ratio confidence regions
- Nonparametric change-point estimation
- The asymptotic behavior of some nonparametric change-point estimators
- On tests for detecting change in mean
- On the asymptotic behavior of a class of nonparametric tests for a change-point problem
- An application of the maximum likelihood test to the change-point problem
- Empirical likelihood based hypothesis testing
- Two-sample empirical likelihood method
- A semiparametric changepoint model
- Confidence regions and tests for a change-point in a sequence of exponential family random variables
- Testing a Sequence of Observations for a Shift in Location
- The problem of the Nile: Conditional solution to a changepoint problem
- Testing and Locating Variance Changepoints with Application to Stock Prices
- Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
This page was built for publication: Empirical likelihood ratio test for the change-point problem