COLLOQUIUM

DEPARTMENT OF MATHEMATICS AND STATISTICS

OAKLAND UNIVERSITY

ROCHESTER, MICHIGAN  48309

Wei Ning

Bowling Green University

Empirical likelihood ratio test for the mean change-points with linear trend followed by abrupt change

Abstract

In this talk, a change point model with the mean being constant up to some unknown point, and increasing linearly to another unknown point, then dropping back to the original level will be introduced. A nonparametric method based on the empirical likelihood test is proposed to detect and estimate the locations of change points. Under some mild conditions, the asymptotic null distribution of an empirical likelihood ratio test statistic is shown to have the extreme distribution. The consistency of the test is also proved. Simulations of the powers of the test indicate that it performs well under different assumptions of the data distribution. The test is applied to the aircraft arrival time data set and the Stanford heart transplant data set.

Tuesday, November 6, 2012

3:00– 4:00 P.M.

372 Science and Engineering Building

(Refreshments at 2:30-3:00 PM in the kitchen area adjacent to 368 SEB)