On empirical likelihood inference of a change-point

被引：6

作者：

Shen, Gang ^{[1
]}

机构：

[1] N Dakota State Univ, Dept Stat, Fargo, ND 58105 USA

来源：

STATISTICS & PROBABILITY LETTERS | 2013年 / 83卷 / 07期

关键词：

Change-point; Empirical likelihood; Non-parametric; Trimming;

D O I：

10.1016/j.spl.2013.03.014

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Trimming is necessary for the empirical likelihood inference in the change-point problem. This work studies the asymptotic behavior of the trimmed empirical likelihood ratio (ELR) statistic in its full spectrum. Our results show it is comparable with its parametric counterpart. (c) 2013 Elsevier B.V. All rights reserved.

引用

页码：1662 / 1668

页数：7

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