%0 Journal Article %A ZHANG Junjian %A LI Zhihang %T On Mean Change-Point Detection Based on Empirical Euclidean Likelihood %D 2021 %R 10.3969/j.issn.1001-4268.2021.01.005 %J CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS %P 47-58 %V 37 %N 1 %X

Mean chage-point detection is the groundwork in statistics. The trimmed empirical Euclidean likelihood ratio function is constructed based on the features of change-point in mean model. And the explicit expression is derived. The null limit distribution of the test statistic is investigated with extreme value distribution. And the change-point detection is made. if the change-point exists, it's location and consistency are discussed. Simulations and real analysis of Nile River data show that our proposed method is practicable and effective.

%U http://aps.ecnu.edu.cn/EN/10.3969/j.issn.1001-4268.2021.01.005