JACKKNIFE EMPIRICAL LIKELIHOOD TEST FOR CHANGES IN MEAN AND VARIANCE
In this paper, we propose a detection procedure based on the jackknife empirical likelihood for the changes in mean and variance. Simulations have been conducted to show the performance of the detecting procedure. Two real examples are also given: the stock market data and the air traffic data in Hsu [6] to illustrate the detecting procedure.
change-point, jackknife empirical likelihood, U-statistic.
