Semiparametric test for multiple change-points based on empirical likelihood

DOI10.1080/03610926.2015.1066815zbMath1368.62116OpenAlexW2342840993MaRDI QIDQ4976235

Shuxia Zhang, Yijun Li, Boping Tian, Gejun Bao

Publication date: 27 July 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1066815

zbMATH Keywords

limit theoremempirical likelihoodsemiparametricchange-point model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Cites Work

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• Developing a new BIC for detecting change-points
• Information, no-arbitrage and completeness for asset price models with a change point
• The asymptotic behavior of some nonparametric change-point estimators
• Semiparametric tests for change-points with epidemic alternatives
• A semiparametric changepoint model
• Rank tests for changepoint problems
• A goodness-of-fit test for logistic regression models based on case-control data
• Semiparametric Sequential Testing for Multiple Change Points in Piecewise Constant Hazard Functions with Long-Term Survivors

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