Semiparametric tests for change-points with epidemic alternatives

DOI10.1016/j.jspi.2006.05.006zbMath1118.62048OpenAlexW2031159756MaRDI QIDQ2370458

Zhong Guan

Publication date: 26 June 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.05.006

zbMATH Keywords

logistic regressionexponential familyempirical likelihoodprofile likelihoodepidemic alternativeWatson's statisticKuiper's statisticsemiparametric change-point model

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (6)

Semiparametric method for identifying multiple change-points in financial market ⋮ Epidemic change-point detection in general causal time series ⋮ Bootstrapping tests for breaks in mean or variance based on U-statistics ⋮ Semiparametric method for detecting multiple change points model in financial time series ⋮ Semiparametric test for multiple change-points based on empirical likelihood ⋮ Asymptotic properties of semiparametric \(M\)-estimators with multiple change points

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