Empirical likelihood ratio test for the change-point problem
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Gombay, Edit & Horváth, Lajos, 1994. "An application of the maximum likelihood test to the change-point problem," Stochastic Processes and their Applications, Elsevier, vol. 50(1), pages 161-171, March.
- Jing, Bing-Yi, 1995. "Two-sample empirical likelihood method," Statistics & Probability Letters, Elsevier, vol. 24(4), pages 315-319, September.
- Zhong Guan, 2004. "A semiparametric changepoint model," Biometrika, Biometrika Trust, vol. 91(4), pages 849-862, December.
- Yao, Yi-Ching, 1990. "On the asymptotic behavior of a class of nonparametric tests for a change-point problem," Statistics & Probability Letters, Elsevier, vol. 9(2), pages 173-177, February.
- Einmahl, J.H.J. & McKeague, I.W., 2003. "Empirical likelihood based hypothesis testing," Other publications TiSEM 2ddb34d8-8ae7-46e3-8004-c, Tilburg University, School of Economics and Management.
- Perron, Pierre & Vogelsang, Timothy J, 1992. "Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(4), pages 467-470, October.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Shen, Gang, 2013. "On empirical likelihood inference of a change-point," Statistics & Probability Letters, Elsevier, vol. 83(7), pages 1662-1668.
- Narayanaswamy Balakrishnan & Laurent Bordes & Christian Paroissin & Jean-Christophe Turlot, 2016. "Single change-point detection methods for small lifetime samples," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(5), pages 531-551, July.
- Gabriela Ciuperca & Zahraa Salloum, 2015. "Empirical likelihood test in a posteriori change-point nonlinear model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(8), pages 919-952, November.
- Nirian Martín & Leandro Pardo, 2014. "Comments on: Extensions of some classical methods in change point analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(2), pages 279-282, June.
More about this item
KeywordsEmpirical likelihood Change-point Nonparametric Robustness Maximum empirical likelihood estimator;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:77:y:2007:i:4:p:374-382. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.