Change Point Detection in The Skew-Normal Model Parameters
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Cites work
- A general class of multivariate skew-elliptical distributions
- A New Class of Skew-Normal Distributions
- A note on reference priors for the scalar skew-normal distribution
- A note on the asymptotic distribution of the maximum likelihood estimator for the scalar skew-normal distribution
- A unified view on skewed distributions arising from selections
- Bayesian inference for shape mixtures of skewed distributions, with application to regression analysis
- Bayesian modeling using a class of bimodal skew-elliptical distributions
- Bias prevention of maximum likelihood estimates for scalar skew normal and skew \(t\) distribu\-tions
- Change-Point Detection With Non-Parametric Regression
- Definition and probabilistic properties of skew-distributions.
- Detection and estimation of abrupt changes in the variability of a process
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Extension to the product partition model: computing the probability of a change
- Fitting multiple change-point models to data
- scientific article; zbMATH DE number 2174552 (Why is no real title available?)
- Interval estimation for the Sharpe ratio when returns are not i.i.d. with special emphasis on the GARCH(1,1) process with symmetric innovations
- On fundamental skew distributions
- On modeling change points in non-homogeneous Poisson processes
- On the Unification of Families of Skew-normal Distributions
- Problems of inference for Azzalini's skewnormal distribution
- Shape mixtures of multivariate skew-normal distributions
- Statistical Applications of the Multivariate Skew Normal Distribution
- The multivariate skew-normal distribution
- The Skew-normal Distribution and Related Multivariate Families*
Cited in
(15)- Bayesian robustness in change point analysis
- Some properties of the unified skew-normal distribution
- Point estimation of the location parameter of a skew-normal distribution: some fixed sample and asymptotic results
- Modified information criterion for testing changes in skew normal model
- An Information-Based Approach to the Change-Point Problem of the Noncentral SkewtDistribution with Applications to Stock Market Data
- Information approach for the change-point detection in the skew normal distribution and its applications
- Likelihood procedure for testing changes in skew normal model with applications to stock returns
- Likelihood ratio test change-point detection in the skew slash distribution
- Nonparametric mixtures based on skew-normal distributions: an application to density estimation
- Multivariate unified skew-t distributions and their properties
- Communication-efficient distributed estimation and computation using skew-normal distribution
- On the modified information-based approach to the change point detection (CPD) problem under the non-central skew t distribution
- Joint random partition models for multivariate change point analysis
- Extending finite mixture models with skew-normal distributions and hidden Markov models for time series
- Confidence distributions for skew normal change-point model based on modified information criterion
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