Abstract Details
Activity Number:
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505
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Type:
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Contributed
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Date/Time:
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Wednesday, August 6, 2014 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Nonparametric Statistics
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Abstract #311627
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View Presentation
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Title:
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On Empirical Likelihood Inference of a Change-Point
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Author(s):
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Gang Shen*+
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Companies:
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Keywords:
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change-point ;
empirical likelihood ;
likelihood ratio ;
trimming ;
nonparametric ;
asymptotics
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Abstract:
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Trimming is necessary for the likelihood inference in the change-point problem. This work checks the asymptotic behavior of the trimmed empirical likelihood ratio (ELR) statistic for the classical change-point problem in its full trimming spectrum. Our results show ELR is comparable with its parametric counterpart even when the setting is in favor of the parametric likelihood ratio (PLR) method. A unified null limiting distribution of the trimmed ELR statistic for the change-point problem will be presented in this work.
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Authors who are presenting talks have a * after their name.
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