Bootstrap-based inference for multiple mean-variance changepoint models

DOI10.1080/00949655.2024.2419856MaRDI QIDQ6967461zbMATH OpenFDO

Authors Mi-Xia Wu, Wenxin Ding

Publication date 26 June 2025

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2024.2419856

Mathematics Subject Classification ID

Statistics (62-XX) Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40)

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Cited in

(1)

• Change point test for the joint mean and variance model based on the modified information criterion

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