Likelihood ratio test for a piecewise continuous Weibull model with an unknown change point

被引：2

作者：

Li, Yunxia ^{[1
]}

Qian, Lianfen ^{[2
,3
]}

机构：

[1] Zhejiang Univ Finance & Econ, Sch Math & Stat, Hangzhou 310018, Peoples R China

[2] Florida Atlantic Univ, Dept Math Sci, Boca Raton, FL 33431 USA

[3] Wenzhou Univ, Coll Math & Informat Sci, Wenzhou 325035, Zhejiang, Peoples R China

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2014年 / 412卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Hazard rate; Weibull distribution; Change point; Weak convergence; FAILURE RATE CHANGES; CONSTANT HAZARD;

D O I：

10.1016/j.jmaa.2013.10.069

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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. (C) 2013 Elsevier Inc. All rights reserved.

引用

页码：498 / 504

页数：7

共 11 条

[1]

Chang IS, 1994, INST MATH S, V23, P78, DOI 10.1214/lnms/1215463115

[2]

Chen J, 2012, PARAMETRIC STAT CHAN

[3]

LOADER CR, 1991, BIOMETRIKA, V78, P749

[4] ON TESTING FOR A CONSTANT HAZARD AGAINST A CHANGE-POINT ALTERNATIVE [J].

MATTHEWS, DE ;

FAREWELL, VT .

BIOMETRICS, 1982, 38 (02) :463-468

[5]

MATTHEWS DE, 1985, BIOMETRIKA, V72, P703

[6] ASYMPTOTIC SCORE-STATISTIC PROCESSES AND TESTS FOR CONSTANT HAZARD AGAINST A CHANGE-POINT ALTERNATIVE [J].

MATTHEWS, DE ;

FAREWELL, VT ;

PYKE, R .

ANNALS OF STATISTICS, 1985, 13 (02) :583-591

[7] Testing whether failure rate changes its trend with unknown change points [J].

Na, MH ;

Jeon, J ;

Park, DH .

JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2005, 129 (1-2) :317-325

[8] TESTING WHETHER FAILURE RATE CHANGES ITS TREND [J].

PARK, DH .

IEEE TRANSACTIONS ON RELIABILITY, 1988, 37 (04) :375-378

[9]

van der Vaart A. W., 1998, Cambridge Series in Statistical and Probabilistic Mathematics

[10] Likelihood ratio tests for continuous monotone hazards with an unknown change point [J].

Williams, M. R. ;

Kim, D. .

STATISTICS & PROBABILITY LETTERS, 2011, 81 (11) :1599-1603

← 1 2 →