Empirical likelihood ratio test for the change-point problem
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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.
- Venkata Jandhyala & Stergios Fotopoulos & Ian MacNeill & Pengyu Liu, 2013. "Inference for single and multiple change-points in time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(4), pages 423-446, 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;
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