Title of article :
Likelihood ratio test for a piecewise continuous Weibull model with an unknown change point
Author/Authors :
Li، نويسنده , , Yunxia and Qian، نويسنده , , Lianfen، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2014
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.
Keywords :
Hazard rate , Change point , Weibull distribution , weak convergence
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications