Abstract Details
|
Activity Number:
|
505
|
|
Type:
|
Contributed
|
|
Date/Time:
|
Wednesday, August 6, 2014 : 10:30 AM to 12:20 PM
|
|
Sponsor:
|
Section on Nonparametric Statistics
|
|
Abstract #311627
|
View Presentation
|
|
Title:
|
On Empirical Likelihood Inference of a Change-Point
|
|
Author(s):
|
Gang Shen*+
|
|
Companies:
|
|
|
Keywords:
|
change-point ;
empirical likelihood ;
likelihood ratio ;
trimming ;
nonparametric ;
asymptotics
|
|
Abstract:
|
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.
|
Authors who are presenting talks have a * after their name.
Back to the full JSM 2014 program
|
2014 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Professional Development program, please contact the Education Department.
The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Copyright © American Statistical Association.