Article ID Journal Published Year Pages File Type
6418601 Journal of Mathematical Analysis and Applications 2014 7 Pages PDF
Abstract

In this paper, we consider the likelihood ratio test for the scale and shape parameters in a piecewise continuous Weibull model with an unknown change point. Under the null hypothesis of no change in scale and shape parameters, we derive that the likelihood ratio process converges weakly to the squared Euclidian norm of a weighted mean zero Gaussian vector process.

Related Topics
Physical Sciences and Engineering Mathematics Analysis
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