174
Views
1
CrossRef citations to date
0
Altmetric
Original Articles

Semiparametric test for multiple change-points based on empirical likelihood

, , &
Pages 3574-3585 | Received 17 Dec 2014, Accepted 24 Jun 2015, Published online: 25 Apr 2016

References

  • Brodsky, B., Darkhovsky, B. (1993). Nonparametric Methods in Change-Point Problems. Dordrecht: Kluwer Academic.
  • Csörgő, M., Horváth, L. (1997). Limit Theorems in Change-Point Analysis. New York: John Wiley & Sons Inc.
  • Claudio, F., Zorana, G., Monique, J., Qinghua, L. (2014). Information, no-arbitrage and completeness for asset price models with a change point. Stochastic Process. Appl. 124:3009–3030.
  • Dümbgen, L. (1991). The asymptotic behavior of some nonparametric change-point estimators. Ann. Stat. 19:1471–1495.
  • David, S., Matteson, N., James, A. (2013). A nonparametric approach for multiple change point analysis of multivariate data. J. Am. Stat. Assoc. 109:334–345.
  • Guan, Z. (2004). A semiparametric changepoint model. Biometrika 91:849–862.
  • Guan, Z. (2007). Semiparametric test for change-points with epidemic alternatives. J. Stat. Plann. Inference 137:1748–1764.
  • Guan, Z., Jing, Q., Biao, Z. (2012). Information borrowing methods for covariate-adjusted ROC curve. CJS 40:1–19.
  • Lombard, F. (1987). Rank tests for changepoint problems. Biometrika 74:615–624.
  • Qin, J., Zhang, B. (1997). A goodness-of-fit test for logistic regression models based on case-control data. Biometrika 84:609–618.
  • Shen, G., Ghosh, J. (2011). Developing a new BIC for detecting change-points. J. Stat. Plann. Inference 141:1436–1447.
  • Shorack, G., Wellner, J. (1986). Empirical Processes with Applications to Statistics. New York: John Wiley & Sons Inc.
  • Han, S.W., Mesquita, R.C., Busch, T.M., Putt, M.E. (2014). A method for choosing the smoothing parameter in a semi-parametric model for detecting change-points in blood flow. J. Appl. Stat. 41:26–45.
  • Wei, Z., Lianfen, Q., Yunxia, L. (2014). Semiparametric sequential testing for multiple change points in piecewise constant hazard functions with long-term survivors. Commun. Stat. – Simul. Comput. 43:1685–1699.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.