| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152970 | Statistics & Probability Letters | 2013 | 7 Pages |
Abstract
Trimming is necessary for the empirical likelihood inference in the change-point problem. This work studies the asymptotic behavior of the trimmed empirical likelihood ratio (ELR) statistic in its full spectrum. Our results show it is comparable with its parametric counterpart.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Gang Shen,